That's always the first thing I put in. I don't fight to get it to look a certain way, though. I've found that the sky often dictates the landscape, and it's not unusual for me to paint a wholly different landscape than I envisioned if the sky creates a different mood. If the foreground is going to have water or ice/snow, I'll underpaint some areas with some of the sky color to unify them. Then I start at the horizon and work my way forward, imagining myself walking backward toward the picture plane.
