People have been creating composite photographic images since the mid 1800’s check out this image form Henry Peach Robinson created from 6 negatives in 1877. 

Everyone agrees that photo-journalistic images should not be manipulated. But, when it comes to artistic images it is the choice of the photographer or artist. In theory I don’t like the idea of adding something to an image that was not there originally. Although when shooting landscapes I will use a tripod and our Acratech ball head to create a HDR image so I can bring the brightness of the sky into balance with the rest of the image. If the sky is just a gray, plain sky, you can’t really fix it without replacing it. Adobe has made this easier with their new upcoming Sky Replace. It allows you to almost instantly replace the sky in your images and adjust the foreground to look correct with the sky. Check it in out this video.