what also might help is shrinking it down, in movie and games or any art form.. they tend to make the moon very large so it looks more dramatic.
this can look great, but in reality the moon takes up a really tiny amount of 'space' in the sky
when creating this sky, I started out with a very large moon and it looked very awkward.. so in the end I just shrank it down quite a bit

looking back at it now, I think it could even get a way with making it tinier.
making it smaller will also combat the warping of the moon that will happen to skyboxes, making it feel less decal-ish.
unless of course you want to go for that dramatic effect I talked about before, which 'if done right' can also look very good
