Changing background with the blending tool was a really useful technique I learn in university. The image on the left was a picture I took on a cloudy day. The picture shows the cathedral and part of the city of Norwich, but the sky gives a sad tone to the image. The way I changed the sky was actually quite simple. I found an image of a blue sky on google and then roughly just placed it on top of my image. Then by double-clicking the layer I can get access to the blending tool and select the option "blend if blue". This will give me a line where I can adjust the blending of the sky into my picture. Sometimes it will give you a perfect blending but that's not always the case. In the cases that there is not a perfect blending, I make two things. First, when I adjust the blending I can press ALT+ the arrow to give more subtle blending. Second I can create a mask into the sky and with the brush, I can add or remove some spots that did not blend into the picture. 

 

Here are more examples.