My experience is no sky box no sky. For a skylight get away with a plate primitive in the area of the skylight, but in an outdoor level you are going to have to use a hollow primative of some kind(cube is the best) . All levels are limited in size so I don't get the objection to a sky cube. If you are running into a engine limitation of the cube being too big to compile I would consider breaking your level into serveral smaller levels. The frame rate will be MUCH better on an outside level. Outside levels have too many triangle to render.