If you want to paint some distance and perspective into your skies then take a close look at Mother Nature. Standing outside under a clear blue sky look up directly above your head and as you let your gaze fall slowly down towards the horizon in front of you you should a gentle gradation in the shade of blue. That is to say above your head should be a deep rich blue which gradually becomes paler and paler as your gaze falls towards the horizon. If you include this aspect of the sky in your paintings you will automatically create a feeling of perspective and distance. This will be as effective as a pair of railway tracks running off into the distance and the viewer will subconsciously read it as such.