ahh clouds. they are the easy part 
what i do is draw a outline of a cloud in a greyish kind of colour
fill the inside with a lighter grey, almost white.
Add a few bumps to the inside colour in the darker colour to give it depth.
use the smudge tool to blur the two colours of lines together
check out the clouds on my background to see what i mean...
http://www.2dadventure.com/ags/statuebg2.png

what i do is draw a outline of a cloud in a greyish kind of colour
fill the inside with a lighter grey, almost white.
Add a few bumps to the inside colour in the darker colour to give it depth.
use the smudge tool to blur the two colours of lines together

check out the clouds on my background to see what i mean...
http://www.2dadventure.com/ags/statuebg2.png