If you are outside at midday, the sun is at its peak and won't make for particularly interesting photos. If you can come back to the same spot later in the day, the sun will be closer to the horizon and you'll get warmer light from the sky. If you come back after sunset, you might find beautiful artificial light.
Looking for a quick tip? Take polarized sunglasses and hold them over your camera's lens. This will act as a filter, making the sky appear darker and creating greater contrast with the object you are shooting—and a more dramatic photo.
About the photo: Your eyes are not deceiving you. In this November 1998 photo, Joel Sartore capture an employee of a Cabela's store in Sidney, Nebraska, dusting off a display.