The next time someone asks you, don't tell them it's simply because gas molecules in the air absorb light waves with short wavelengths and then reflect them back out (or, God forbid, because "the Lord made it that way"). Instead, draw on this wonderful piece from the National Post and answer that it's not blue -- it's violet:
The violet wavelengths from the sun, having still shorter wavelengths than blue, should be scattered even more. Given this, shouldn't the sky be violet, not blue? Indeed the sky is violet, if you observe not with the naked eye but with an instrument that objectively measures the intensity of the spectrum at different wavelengths. Such a device, a spectrophotometer, shows that, in fact, the highest peak of the intensity of skylight occurs in the violet range. But why do we see blue, nonetheless? The resolution of the mystery lies in our daytime vision, which happens to be eight times less sensitive to violet than to blue light.
Read on to learn how Plato, da Vinci, Descartes, Newton, and others tried to answer the question.
photo from the spectacular Trek Earth