There are tons of ways to do it in Photoshop. For example, you can add a B&W adjustment layer in Luminosity blend mode and play with the blues and cyans. If that's not strong enough for your taste, just add another B&W adjustment layer do the same. BTW, your 500px reference images are composites with skies and clouds taken somewhere else.
Start with a circular polarizer.
In raw development brushing in exposure and color temp adjustments to the sky's can work sometimes.
Color efex 4 by Nik has some filters that will do it also.
