sky can be done with nodes fairly simple. well there's tons of tuts out there.

skybox would be even better for animating, but for stills, an input node, combined with the render in an alpha over node, with the render controlling the alpha is what i mostly use.

i'd give you a link to the tutorial for it if i could find it. as a guess i think i got it from blender cookie as one of their freebees.

i do this with image textures too. which i don't remember where half of mine came from.
i do know many of mine didn't come from texture archives but from odd things like web page backgrounds and taking a bit out of a photo and making it tile-able.
although many also did.

also alpha percentage to give water a degree of transparency is in material settings. below where you set specularity.

hope i'm being helpful.