We took a trip to Cannon Beach, Oregon this past summer and got some pictures of all of the kids at the beach. If you’re not from here and have only seen this state in pictures, you’ve likely seen Haystack Rock as it is one of the most photographed places here. Here’s the shot I took that day:
As beautiful as this place is, the Oregon Coast can be quite overcast for much of the year. I wanted some blue sky with fluffy clouds instead, so I went out on the web and found a good pic that I thought would fit in there nicely. I created a layer mask of the rock, surrounding land, water, and beach, did some basic clean up around the edges, and came up with this:
This is more like a day on the Oregon Coast that I want to enjoy. 
In experimenting with this, I found that it’s really important to line up the horizons from both photos. Otherwise, you can end up with large, detailed clouds that look out of place just above the water’s edge. If you’re interested, here’s the layer mask I used:
Edit: Here’s another wrinkle.
For this last one, the sky is completely artificial. The blue was blended in and the clouds were painted. Of course, the hot air balloon was lifted from another image.
Very cool transitions! I too have changed out skies when something special was needed (or so I thought). Here’s one of my early ones http://www.flickr.com/photos/walla2chick/207505019/in/set-72157594155634026/ I had taken a picture the opposite direction from the house because of the cool clouds. But then the house didn’t have any nice ones. So I did the layer and erase thing. And actually flipped the sky so the clouds would frame the house better. Challenges but lots of fun!