Thanks everyone!
I took your comments into consideration and here's a revision to that first image.
You might open the shadows a tiny bit to show a little more detail, but it would be very easy to overdo it and spoil the threatening mood.
This is only an attempt (maybe overdone) of lighten up the lighter mid-tones with a selective use of the curves in Nikon Capture NX2 (BTW, the shot is underexposed, the histogram doesn't reach the right edge). I've also removed some dust spots (four or five).
I think the foreground is very much improved, but it's a bit too light in the background now, particularly towards the left.
These are very helpful. The shot is underexposed on purpose, as mentioned by Eric above, to create that threatening mood. When you see thunderstorm of that size approaching, I'd imagine you would often have a tunneled vision. I am trying to recreate that in this image. But you guys are right, the image was initially slightly underexposed.
Upon zooming in the image, the rocks could do with a tad more sharpening, the textures look soft. Not sure if there is haze/mist, or some camera shake?
The canyon had been very hazy the entire day so that could be one of the reason. I also shot this at f/11 on the Nikon 70-200mm, it might've been sharper at f/8 or even f/5.6.
Again, I realy appreciate the comments; keep them coming, I'd love to hear if there is anything else I could do.