I'd say you have two options for photoshop. To make sure you get the whole grey sky out anyway.
Technique 1- Personally i would attempt the Blend If trick.
Step 1. Open this image in photoshop take the lock off of it by dragging the lock into the trash can.
Step 2. Create a new layer above the image. by default it should be transparent.
Step 3. With the original image layer highlighted right click the layer and go to blending options.
The first screen you see shows blend If at the bottom. Drag the White tab toward black it will get rid of everything that is White.
Option. If it is taking to much white out for example from your buildings. Hold Alt key or option on the mac and it will split the lil tab and you can play around with that.
Step 4. Merge Layers. At this point go to select load selection inverse selection and fill this in with the sky u want or simply make a new layer with a sky in the background in the layer with the houses on top of it.
Done.
Here is a 5 second example of the blend if trick i just filled the sky with blue and rendered some clouds. (yes i have too much time on my hands at the moment and Its imperfect because i thought u should learn this technique.)
http://i163.photobucket.com/albums/t299/BreakNwrite/2041896262_ac66ec1e12copy.jpg
Technique 2. Use extract Filter under Filters. This one is pretty self explanatory just highlight the edges of buildings it quite a contrast from the buildings so go ahead and use a small brush and use the smart highlight.(or smart something you will see it) and highlight the edge where building meets sky,
If the image comes out choppy you can duplicate the layer several times it will fill out. They may sound confusing now but you will see what i mean when u use this technique.
Again i prefer blend if its very clean. hope this helps GOOD LUCK!