I am afraid of her, actually
Booh!
so says Earthborn, and I will always agree with her.
Very wise!
The scattering causes some of the light from the sun to be bounced around and redirected in the atmosphere. This results in light coming from the whole sky. Higher frequencies are scattered more by the air than lower ones. Since blue light is scattered more that the lower frequencies, the sky appears blue. It does not appear violet simply because the human eye is far more sensitive to blue light than to violet light.
That's just an explanation of the mechanisms. God could have chosen any mechanism, to make the sky any colour he wants. It is not the ultimate answer 'why'.

The ultimate 'because' is: God likes blue. That's why He created it blue.
Of course God likes many other colours too, so many other things are in other colours.
"So why didn't God make it in another colour?"
Well, if He did, you would be asking pretty much the same question, wouldn't you? He had to choose a colour for everything and He just happened to choose blue for the sky, and green for the plants, white for the clouds, red for roses, etcetera.
But he had to choose a specific colour for everything because if he didn't, everything would have looked the same muddled colour. And God does not like that.
The fact that things don't all have the same muddled colour makes it easier for us to recognize things too. If everything had a muddled colour, God had to give us something different than colour vision to make sense of the world, like echo-location like bats have. But than you would still ask a similar question: "Why does the sky not return an echo?", and the physicists on this board would give you a scientific explanation for that.
So the reason is that God had to chose one colour, he could have chosen anyone, it wouldn't have made much difference, but he chose blue.
"But why couldn't he made a different colour everyday?"
Because that would violate the number one rule in interface design: give the user the impression of stability.
You see, the world as we experience it is just the human-world interface. Deep down at the actual mechanisms of the world, things are a lot more fuzzy and chaotic, as the physisists on the forum will admit. So God had to create a userfriendly interface for the people he created, or else they would have had great difficulty interacting with the world. By presenting us with a stable looking world, we were able to do things with it that would be difficult if we had to consider all the unpredictable reactions that govern the world at low level.
A paranormal event is just when the world has a 'general protection fault'. Pretty stable so far!
However, to remind us what wonderfull colours the sky could have had, God created the rainbow, showing us pretty much every colour He likes.
He has noticed however that humans were very disappointed that the rainbow doesn't appear more often, so He created the omnipresent Compuserve Subscription CD. Whereever you go, you will be able to see it's wonderfull iridescent colours.
I hope that answers your question.