Improve on Nature
You can make a blue sky even more blue and enhance other colors in your photographs in a couple of ways. I prefer using the color controls in Lightroom or Camera RAW but not the saturation sliders. Instead, and especially for the blue sky enhancements, I use the luminosity slider. Subtracting luminosity makes the blue more pronounced without looking unreal. If a universal change affects other parts of the photograph I can open it in photoshop and isolate the sky by selecting and masking or loading the original and the altered photo in layers and masking to show only the altered parts I want.
before and after I lowered the blue luminosity