When adding a photograph of a sky to a composite, it is quite easy to make the sky appear more distant, thereby adding more depth to the image. Here is an example of the starting sky image:
I often like to texturize the sky in an effort to give it the look of a Maxfield Parrish painting:
To make the sky look more distant, simply use Photoshop's Free Transform function to stretch the sky horizontally. Moreover, the vertical dimension can be decreased to accentuate the effect even more. Here is what this same sky image looks like in a composite:
Vertical (portrait) sky images for this distant look work well, because stretching them horizontally results in a stronger effect.