Occasionally, splitting your composition in half is better. This typically involves water reflection, when the rendering above is just as strong as the reflection below. Giving equal weight to both halves helps capitalize on the eye-catching combination of balance and serenity.
Other times, you may want to leave out the sky entirely. Often, this is on an overcast day rendering since the overexposed brightness can overwhelm everything else in the rendering. In other situations, you may just want the visual competition of the blue sky, concentrating on a non-sky landscape or cityscape rendering or a more intimate view.
And at times, you may not need a sky at all. A bright/white sky can detract from the rest of the rendering. Or, on a sunny day, the contrasting blue could draw the eye away from the other colors in your rendering. In those situations, no sky at all may be the best strategy.