sky is a backdrop, mixture of a HDR environment and some clouds mixed in in post - I rarely try to create 2D or 3D clouds with Cinema, which actually has that option. If you have a clear sky, then you can use Cinema´s or Vrays sky, but for everything else I either use a sky-backdrop done with TG or from mother nature.
If I need something specififc, because of lighting or whatever and I am not happy with photomontage results, then I usually use TG to create sky and clouds, like in the pine render on the island.