Skyboxes?

Is anyone here able to generate a good-quality skybox with Bryce or another program? I don't like the results of Terragen. I am looking for a grey/blue overcast sky.

I downloaded a free version of Bryce 5 and followed this tutorial, and created a great-looking skybox. You should check this out, even if it takes a while to figure out the interface:
http://www.terathon.com/wiki/index.php?title=Making_a_Skybox_Using_Bryce