1. Open your photo with nice sky or find one -> Stock Exchange
2. I used it -> Chicago Skyline
3. Spend some time to optimize your base photo, how to do that? Look here -> Optimizing Photo Tutorial
4. Make a new layer. Choose Soft Brush.
5. Set this brush opacity to 60%.
6. Set Foreground Color to white.
7. Paint something like this:
8. On the same layer brush with other colors, for example with yellow and green:
9. A little bit crappy, huh? ;) Brush again, again on the same layer but with other colors:
10. I recommend to use other brushes to have more detailed effects. Some links you can find here -> Brushes, Actions, Patterns
11. Set layer's mode to Overlay and reduce it's opacity to 85%.
12. Add some motion… Filter -> Blur -> Motion Blur with these settings:
13. Image -> Adjustments -> Brightness / Contrast, with these settings:
14. Click on the circle under your layers list and select Photo Filter.
15. Apply these settings:
16. Done! It's basic effect but I think you can do it much better ;)
More Tutorials: 
