Skyboxes take time, but are well worth it, so I'll offer my humble advice:
I would never use ambient lighting for anything, but thats just my opinion.
For clouds, find a good generic texture, and make sure to change the size of the texture , so it doesnt look tiled. Setting it to pan always adds a nice touch.
For Skybox construction, which is crutial, I usualy make a box that is a LOT wider than tall, this gives you a better feeling of going on forever than does a plain cube. Put most of the lighting near the center, and you might want to have the sky special lit, different from the ground, so you can produce better contrast. Try having a generic sky texture for the box, like stars or something, then placing a sheet with your cloud texture underneath the roof. Make sure to set it masked and/or translucent.
Place a distantlight actor in the skybox for lighting effects