Most of the debate seems to be between skyboxes and skyspheres, rather than skyboxes vs. 6 planes textured and arranged as a cube -- which is really just a skybox.
The skysphere users say they enjoy not having to worry about distortion at the edge of their spheres, because there are no edges! I'm a box fan myself because that's why I cut my teeth on and they're so easy to generate in Bryce. I haven't had as much luck creating an image that maps smoothly onto a sphere, but Van B. posted a program in the general chat that will take an image and do that for you. I've not been able to find many seams or distortions in the skyboxes so far.
Here are some (free) skybox samples. They are a single cube built in Gamespace, all the faces flipped to face inward, and textured with images from Bryce. The cube is named "cielo.x" for each and every skybox. The .X object references the texture files so you load the whole thing by virtual of one LOAD OBJECT call. Perhaps somebody could post some spheres for you to look at, and you could see which you like the best.
set camera range 30000
load object "C:\skies\clearing-sunset\cielo.x", 100 ` REPLACE WITH PATH TO YOUR BOX!!!
set object texture 100, 2, 1
set object light 100, 0
scale object 100, 24000,24000,24000
position object 100, 0,0,0
position camera 0,0,0
` insert game loop here to control camera with arrow keys or mouse
http://www.alsip.net/gamedev/media/index.html
http://www.vaxwar.com/gamedev/media/index.asp
Sorry for the disorganized format of the web sites, they're under continual construction mixed in with long periods of neglect.