another way- usually I create a NURBS sphere then scale it up to an exagerated size. Then i'll simply give it a color map or just simply Slap a lambert Blue on it.
OR instead you can use the environment sky as the texture for the sphere.
I heard something about using a plane for the background.
this idea is alright but the only thing that the sphere has that the plane doesn't is that the sphere can cover the whole background.
What i mean is that with a sphere you can do i full 360* turn and still be able to see a decent background, on the other hand,
a plane only covers one direction of the camera.
If you are planning for a still shot animation or still picture then a "PLANE" background is more appropriate.
hope i helped out .:p
I hope you didn't waste your time reading this line.