This is a prime candidate for a nice moody B+W George. Convert to grayscale, lassoo the sky and adjust the levels to darken it down. I would even consider sticking it on my wall. Haunted hotel on a cliff....good stuff.
I'd put a curve layer on, and increase the contrast in the sky, lifting the highlights very slighty, and bringing the mids down - just to get some definition in the clouds. Then mask off that layer, and gently brush it back through in the sky areas, trying not to make it look obvious !
Or just drop the sky in from one of the other images - pm'd you
Ten minutes with the lasso tool and using levels on CS3. There sure weren`t many pixels to work with, so some of the tone separation is very blocky, especially in the sky....and you have dirt on your sensor . Still, it is not as dirty as mine.
JPEGs are used sometimes for ease of use, file size, most programs can handle them and so on. I don`t do a great deal of PS work, partly because I don`t know a great deal about it, but mostly because I don`t enjoy processing pics a great deal. What I have found out is that you can push RAW files a lot further than JPEGs. In the pic above, I have pushed the mid range tones way beyond the capability of the resolution of the pic. This is particularly noticeable in the sky.
Admittedly, it is a JPEG saved for the net, I rushed what I did, and the original file of George`s will be able to handle a lot more pushing, but it still won`t be able to cope with the levels being adjusted to the extent a RAW file would.
For a lot of people JPEGs are fine, and I still have a lot of JPEG images from D40 that print out great, but for that little extra to produce ultra fine printing, a RAW wins for me. They are bloody big files, though and very hard drive hungry.
Most professional photographers shoot in RAW then bring the images into a Raw processing programme. CS3 (photoshop) is an OK processing prgramme but it is meant for graphic designers rather than photographers. The most user friendly Raw processor for ametuer photographers is Bibble Lite which is very attainable cost wise for amatuers, whereby pro's use Bibble Pro.
The main advantage of Raw is that its a Lossless format, whereas Jpeg isnt, essentially a lossless format means you can edit and play around with the image and it will loose none of the pixels and image information until you save the image into an application friendly file such as jpeg, whereas if you start with a jpeg image you will loose pixels and image information stored by the camera and the more you edit the worse it gets.
(sorry for the techie talk as i was a graphic designer in my previous role before takinga new job in another industry).