This may seem obvious, but I get nice blue skies this way:
I shoot when and where the sky is blue! I wait for clear, crisp days
to shoot (architecture, for instance), and choose the time of day
that provides the kind of sky I want in the direction I want to
shoot. I rarely use a polarizer (the colors are too weird for me,
and it is difficult to get even skies using the super-wides I favor)
Choice of film helps - some have nice luminous sky blues, some tend
toward grey-blue-green, some look like dark blue poster paint.
Another way to darken a sky is to photograph a very light object -
the compromise exposure will result in a darker sky. Look at the
sky - it varies a lot in various parts in the intensity and value,
and to a lesser extent, hue, depending on where you look.