Great photos are all about light, shape, form, contrast and... color. Color is powerful. It can create mood, passion and tell a story. This example from Naveen Jamal's Flickr Stream is a good example.

If you're trying to get a blue sky, don't be afraid to underexpose some to avoid losing the rich colors. That's what I did in this photo from my own Flickr stream. You can also use a polarizing filter which will help bring out a deep blue color from the sky and control the way light is reflected off of flat surfaces in your image.