Making a high quality cubemap/sky?

Can you provide a example? I want to make a good choice of which method is the best. I wish Epic Games showed how they made their own cubemaps from scratch. They have some really good looking ones for Unreal Tournament 4.

EDIT:
Actually after looking at CTF-FacingWorlds WIP for Unreal Tournament (UT4) materials and static meshes. I actually like the method of sky boxes that are made of geometry better than the cubemap method better. It seems that Epic Games likes that method better as well.