Have you ever taken a really great photograph only to find out the sky is either blown out or just not as interesting as it should be? Lately I have been shooting skies in the late evening and saving them for future photographs for this very reason. Here is a link to a youtube video I recently discovered which demonstrated how easily it is to resolve this.
Granted, you should try and photograph as many skies as possible so you have plenty to choose from when placing the image over your existing sky. You want the sky to look as natural as possible within the scene.