OK, here’s a little outline:
The Sun - If there’s any direct sun, do that first. Probably you want to use a spot light (so you don’t have to trust the auto shadow framing on an infinite light if you use dmap shadows, and so that you can aim it if you map a pattern onto the color for dappled light through trees, etc.) Give the spot light a somewhat narrow cone, only a few degrees, and translate it fairly far away from the scene (if it were too close there would be perspect issues, further away it looks more like an infinite light.) Give it a yellowish color at noon, or a deeper yellow around sunup or late afternoon. Turn on shadows (try to make dmap shadows work, in most scenes they can) and test render with the sun only, to make sure you like the sun angle and shadows it casts.
The Sky - There’s lots of approaches here (HDRI, Final Gathering in MR, ambient light with dirtmap shader instead of shadows, etc.) but to go for a simple controllable one: make 3 or 4 spotlights that are blue in color and about 1/10th the intensity of the Sun, and swing them around to light your scene from other angles (starting 60 or 90 degrees from the sun.) You can soften the shadows from them alot, or increase the shadow color as a cheat, but don’t get rid of the shadows, they should be soft and subtle but present. Try turning down the dmap resolution to 256 to make them softer, don’t just crank the filter high while leaving them full resolution. Test render to make sure if there’s a white object facing upwards that the mix of sun+sky lights balances out to white.
Ground bounce - These don’t need shadows, should be diffuse only with no specular, just aim one or two spot lights from under the ground up at the subject, give them a color that matches the ground, make them very dim.
Rim - If your sun is aimed well there will be a nice sense of directionality on your character, but you sometimes want to help that along by adding a rim light, a little less saturated than the sun color, linked exclusively to the character, positioned behind the character so you can see it in the camera view on the sun side of the character.
Fill - The sky lights are your fill lights. But, sometimes they need a little help specific to the character, so check if you need a fill on the opposite side from the sun.
Compare a render with just the sun visible to your render with all the lights visible - most of the light should still be coming from the sun. Adjusting this balance is one of the most important parts of getting the weather right - you don’t want colors and shadows that say “sunny day” to be combined with a key-to-fill ratio that says “cloudy”!
Hope this helps,