When doing oil paintings of landscapes, the way that the sky is painted can set the mood for the entire picture.
A dark sky is often associated with late in the afternoon, a light blue sky with the brightness of the middle of the day and a purple sky with approaching sunset.
A common mistake with novice artists is to use too few color for their skies. A mixture of dark blues, light blues and plenty of white makes for a far more interesting looking sky. There are various techniques that can be implemented. Brushing on a good thick coat of oil paint, with light blue on one area and different shades in other areas then using a 1 wide brush to pull colors from one area to the other in quick left to right strokes can be very effective. Another technique is to use plenty of thinners, a mix of 50/50 linseed oil and artists turpentine is good. Cover you entire sky area with very thin paint and then use your fingers with the white and various shades of blue to construct your clouds.
If there is going to be any water in your painting ie: rivers, dams lakes etc, then make sure you use the sky paint to roughly paint in your water areas for good color symmetry. Painting beautiful skies helps keep up the motivation to paint a beautiful picture. Some artists spend a lot of time painting the clouds into various shapes to depict other objects and add symbolism to their works.
Using palette knife for skies can be effective, but does require a lot more paint to be used. Interesting clouds can also be created with the palette knife.
Unless you are painting a seascape, where it is imperative that the horizon is dead straight, it is usually not critical to have your skyline dead straight. Most often in landscapes you are going to have mountains or hills are other varying landscape components directly in front of your sky which will be at various angles that hide the straight line of the horizon.
It is a good idea to mix your sky colors with yellow to create the greens for your painting, as well as using premixed greens such as sap green, viridian etc. This helps add color uniformity to your painting. The same goes for your mountains, mix reds with your sky blues to give you various shades of purple for your mountains. Even the rich dark undiluted blues can be used for mountain peaks.
Try to avoid painting a sun directly. If you want a sun then have it behind clouds with the bright sunrays in whites and yellows showing through. Use thick brush strokes for this. It may be best to let the blue of the sky dry before painting the whites and yellows for the sun beams over the top, to avoid them mixing with the blue and ending up with a green tinge.
If you are painting the sky at sunset, then a huge range of colors from red, to yellow, to purple as well as blues can be used. Again if there is going to be water in your picture it is a good idea to paint the water at the same time as the sky to get the consistency of colors and then paint the landscape components afterwards.