You could try simply adding a grad, over the sky. Depends as to what is in the sky area if this is practical. You could use the Quick selection tools to select the clouds and add some density and maybe colour, possibly a bit of curves adjustment. Another technique would be to use a mask and make the adjustments that way. Without seeing a typical picture it's difficult to comment.
All this supposes that there is some detail in the clouds. If the are blown out then it's going to be difficult