For clarity: the cloud and its placement is completely real (i.e., this is straight out of the camera - no PS).
This shot was taken from my balcony (30th Floor) with a tripod. The lens used was a Tokina 11-16mm f/2.8 at 14mm f/8.
Three exposures (-2/0/+2) processed in Photomatix and then saturation was adjusted (i.e., I de-saturated it) in Adobe Lightroom, inlcuding minor adjustments to highlights and shadows. It was shot just before 6pm as the city lights were coming on.