Isabel came across a great freebie - a cloud brush for photoshop. The cloud brush came along with a tutorial for using channels to make the background selection. I tried the tutorial but I think I have a way that is easier and quicker. It works perfect when you have a pretty strong blue original background.

Mini Tutorial:

Open your photo in PhotoShop
Shift+ Ctrl+ N for a new layer
Choose white for your brush color for the clouds and apply the cloud brush at 100% opacity to the new layer
Go to Edit - Transform - Scale and drag the corners of the cloud layer to cover the whole photo
Use the move tool to place the cloud cover where you want it on the image
Click on the eye on the cloud layer so that only the original layer is visible and make sure you are working on this original layer and that it is no longer locked.
Go to "Select" and choose "color range"
Use the dropper and run it down the sky that you want to change on the original layer. Click OK and the selection will be made.
Now click back so that you are working on the cloud layer. Make this layer visible.
Shift + Ctrl + i to invert the selection
Now click "delete"
Ctrl + D to deselect
merge the layers if you are happy with the result!