I am using 3DS Max to great the sky textures.
I have greated a master Max file which contains a sphere & 6 cameras set up facing l,r,u,d,f,b
1st I great a wrap around panoramic texture
& cylindrical map it onto the sky sphere(The sky sphere has a Self Illumination of 100%).
Then I just pick each camera and render off the views, giving me a nice set.
(The only problem is the texture joining at the top and bottom of the sphere, but I just blend a texture over these, to give nicer results.
Cheers
Darrin