I usually wet the entire sky area first and then drop in Cad Red, Ultramarine blue, and Yellow Ochre, letting the pigments mingle naturally. After completing the sky I allow it to dry and paint in the distant mesa and a light wash over the foreground area, so I can evaluate my lights and darks.
At this stage I bring the painting into sharper focus by putting additional darks in the shadow areas and adding the foreground elements. Finally I put in some strong directional shadows across the foreground. Now I decide the sky might need a little more attention.
I feel that cloud shadows need to be darker so I decide to apply a second glaze. First I completely re-wet the sky area with a 1-inch flat brush and clear water. While wet, I touch a mixture of Ultra blue and Quin Coral on the underside of the clouds to darken them.