I was wondering if it was possible to enable the sky in the scene view (by default it is plain grey). As i wish to be able to see the sky while editing so i can make changes to my terrain in correspondence with it.
Yes, there is a little 'picture' icon on the scene window tab, its the last of the user settings, after 'toggle lighting' (little sun icon), display mode (RGB, Alpha, Overdraw etc) and render mode 'textured', 'wireframe' etc.
Noisecrime is right. Make sure the little picture icon is toggled. In Unity 3.3, it is in between the little sun and the speaker icons.