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I've been spending some time with this every day for the past few days, trying to get it to cooperate. Until this afternoon, it refused to do so. Cooperate, that is. I couldn't quite create a satisfactory backdrop, and the lighting situation was being troublesome. There are two light sources: the somewhat weak, warm light of the setting sun, and the hot purple-white light of the dragon's breath weapon. Now, I have some decent cloud forms blocked it, to be blended and softened later. I stumbled upon the solution to the lighting situation by playing with the blending mode of the breath weapon layer and changing it to color dodge, which made it quite a bit hotter and brighter, which therefore allowed me to put some brighter highlights on the creature's body. This increases the creature's sense of mass, and the hot, bright colors and values reinforce it as the focal point of the picture.
The structure was obviously made in SketchUp. Whether I make its base visible in the picture, or have it extend up from below the bottom of the image, I haven't decided. I haven't decided if there will be more buildings yet. Probably, since this scene is supposed to be taking place over a city. There will also be some more dragons and some fighter planes in the background, though I haven't decided where to place them yet.
I would have waited and posted a slightly more developed WIP than this, but just as I was getting going my tablet and Photoshop decided not to play with each other nicely, and I wanted to post something before I restarted my computer.