Just make sure you have a light_environment entity set somewhere in the map, and adjust the angle, color, and brightness. You can check out the tutorials on the site to change skyboxes and see which looks best.

Additionally, if you want the light streak effect, its a default model, maybe in the effects directory. I'm not too sure about the exact folder, but if you look you'll find it.

Edit: The sky tutorial I mentioned is by OtZman, and can be found here: http://www.snarkpit.net/editing.php?page=tutorials&game=HL2&id=185

And a really really helpful resource is this one: http://developer.valvesoftware.com/wiki/Sky_List

That will show you what light_environment settings work the best with each skybox.