I like the third image too!
For the sky in that image why not, using Photoshop, duplicate the background layer (let's call it 'Sky'). Then on the background layer, choose Adjustment -> 'Curves' and drag the center of the curve towards the bottom right (you should turn the 'eye' off on the Sky layer so you can see the effect). Then make the Sky layer visible again and just use the Eraser tool with around about a 20% opacity to erase through the Sky layer to the darker sky from the background layer beneath. Keep going over it until you get the darkness you want.
Alternatively you could just use the burn tool with a lowish opacity (I typically start with around 4-8%) and a soft brush to brush some darker tones back into the sky.
Best investment though are some good Graduated HD filters