How To Create Skyboxes

[Merrie]

Could folks give advice on how to create a skybox? I have seen a couple of different methods, one being creating your base scene in one box then creating the skybox in another box and linking them in some manner.

Any advice would be wonderful!

[Stiglr]

Seems this would just be a very large box with a sky texture in it, and the rest of the scene components inside the box?