Well there are more than 1 option for a nice sky:
First:You could use the new skucube feauture as explained in AUM 31 by George, but this has a bug currently, in that your texture will be darker and somwhat "Greyed". Its being addressed in the Beta and Bug forum at the moment. Also you can only ajust the "z" tag. That means that you could only shift it up or down. You cannot rotate it as yet.
Secondly:You could use a skycube model. With a skucube model you can ajust the vertcal posiition, move it up or down, and you can make it rotate ever so slightly. This is great in game, the sky will rotate slowly. Also the texture is rendered in full splendour.
ThirdlyYou can use a Skydome model.
Same as Skycube model, but with diffirent code.
For Free Skycube models and textures or Skydomes with code to make it work, see:
3DGS User's Voice Hope this helps
Regards
Shad