Well, when I'm making a sky, I experiment a lot, add different colours, different clouds etc. It's all about experimenting, and when you feel this is the right sky, then your done.
In this sky I used clouds, blue/green glows and stars. Clouds are tinted to 10 10 10 which makes them look a lot more natural, blue/green glows well, they can be used if you want a more colourful sky and the stars are "star white" model in the UTM. Also, it's very important how you capture the sky and what will be under it.