Do you mean "Skies" literally, or just "Skyboxes" as a general term? If the latter is allowed, Skyboxes are one of the two things Bulletstorm actually NAILED.
If you DO mean literal Sky, I'd have to say Halo Reach and Minecraft. The latter because it is infinitely entertaining to watch the starry dome gloss by overhead....
If you DO mean literal Sky, I'd have to say Halo Reach and Minecraft. The latter because it is infinitely entertaining to watch the starry dome gloss by overhead....