Good tutorial btw - it doesn't encourage surrounding your whole level with a big hollowed out sky box, so that's a big plus : ) A couple more things:
Faster retexture: Select your ceiling brush, bring up the Texture Application panel, browse for and double-click the SKY texture, and finally hit Apply.
Would have liked to see the light_environment entity covered here
Clipping deserves a mention - when using the old Q-series compile tools, the sky doesn't clip players so you can walk through it and fall out of the level! (It is actually treated as a liquid, so it's possible to 'swim' all over most of the map if you can manage to touch the skybox). ZHLT by default adds clip brushes to every SKY texture, but you can disable that behavior with a command line switch.