I've never done it. BUT: - when I first started in photography, it was very (read very, very, very) common for books and magazines to advocate taking photographs of the sky alone under different conditions to ensure that you had an appropriate sky negative to print in. I cannot say how many people did this; but composite printing was very popular (and even, if I may be permitted to use a swear word) regarded as art. It seems that it's only digital photographers who care greatly about this - or perhaps I'm wrong about that.
(See "The Two Ways of Life" for an early, if extreme, example. If it was good enough for the Queen (Victoria) who am I to judge?)