Custom skybox with custom objects

[Bady]

Hy.

I would like to make a skybox with some moving objects( Moon, Sun, clouds, ect) in a sandbox game. Can you give me some idea, how to make it?
I mean, show that objects behind the map. Beacuse it is not too beautiful, if the sun is go trough on it, and if the map is big (10.000 os something like this) It is not too lucky, if the renderdistance is endless. Or what your opinion?

Thank you.

[tod]

Something like this or this?

[Bady]

Those are soo cool, but I want to write my own.
It is possible somehow to set the skybox texture in the code? I mean not with a .material file, I create a picture with a camera, then I put it on.