In the days of analogue photography, it was a necessity to use a filter in order to achieve a quality deep-blue sky. The filter types varied depending on the lens and the type of film, but a graduated neutral density filter was usually the filter of choice. Nowadays, with digital photography, you have three choices: Use a neutral density filter, a circular polarizing filter, or using Lightroom to edit the sky to a deeper blue. A circular polarizing filter tends to create a nice deep-blue sky, in most cases, with the added bonus of keeping clouds white and neat, but it doesn't always work. It is highly-dependent upon the quality of the filter and the angle of the light, and it does an uneven job with wide-angle lenses. Graduated neutral density filters do a decent job, but they often affect areas that shouldn't be darkened, which creates different problems. Therefore, I strongly lean towards the Lightroom-edit option, primarily due to its flexibility in this matter. Yes, it is always preferable to get it right in-camera, but that simply isn't always an option. There are multiple ways to create a blue sky in Lightroom, but I typically use the Graduated and Radial filters in combination with HSL (Hue, Saturation, and Luminance). Let me show you how to do that.