I never replace skies, it always looks fake. However, I don't hesitate to apply about the same amount of post processing to my captured skies as my brain did at the scene.
The problem is, my perception's on-the-scene, real-time, in-brain Photoshop filters manipulate skies in ways the camera does not share. Poor camera, it doesn't have a visual cortex! So work is required. That usually takes the form of reprocessing my HDR bracketed sets to create a "sky-only" version that is then layered into the "ground-only" version. The transparency slider on the sky-only version is often invoked on these occasions, and the sky-only version usually gets its own dedicated Curves control layer.
But don't hesitate to tweak those skies to make them feel in the image the same way as you perceived at the scene. It's OK, really. But be subtle, nothing worth than a heavy looking, opaque sky. Transparency is everything when it comes to skies.
(OK, once in a great while I have stretched the real sky a bit to the left or right to create a better composition. That's my worst sky offense.)