I thought it might be a good idea to write about why the sky is blue (reminded by some helpful notes from wikipedia).
As you may be aware, sunlight is composed of the entire band of the spectrum. That includes x-rays, gamma rays, ultra-violet (the cause of tanning and sunburn), visible light, microwaves (mmm....microwave), infrared, and radio waves. The earth's atmosphere and magnetosphere help us avoid deadly x-rays and gamma rays, while the ozone layer helps cut down on the amount of ultraviolet radiation.
Now, the other thing to know about the spectrum is that each component (visible light, ultraviolet, etc.) is differentiated from the others by its wavelength (N.B.: Wavelength is measured in meters; it is more like "height" or "width" than it is an abstract quality). In the visible spectrum, red has the longest wavelength while violet has the shortest. The astute reader may notice that infra-red is the region adjacent to red on the spectrum, while ultraviolet bounds visible light on the "violet" end of the spectrum.
Because blue light has a wavelength that is half as much as red, the scattering approximation indicates that it will scatter 16(!) times more readily. This approximation can be used because the vast majority of the atmosphere (nitrogen and oxygen) has a diameter that is of a similar size to the wavelength of blue light.
Think of it like hurdles in the olympics. If a person is running down the field, would a 3 inch hurdle be any difficulty to jump over? Of course not, unless he trips over it. A tall jumper with a small obstacle is analogous to red light being scattered by nitrogen and oxygen. Because of the huge wavelength of the redlight, it isn't really affected by minute particles that are half the size.
Nitrogen's diameter is approximately equal to the length of blue light, however. Think of (amateur) runners trying to clear a six foot wall. All the athletes unable to make the hurdle would be bunched up in front of the wall, and are just like the blue light that is deflected by gas particles.
Now, it just so happens that violet light scatters even more readily than blue light. But the reason that isn't obvious on a beautiful day like today is that the human eye doesn't pick up violet (or "purple") so easily. Low concentrations of violet blend in easily with the blue sky to be basically invisible. One of the reasons violet was the color of royalty was because high concentrations of the color were required to make dye of a sufficient intensity.
If the atmosphere scatters blue light throughout the dome of the sky, why are sunsets red?
There is more air separating a viewer from the sun during sunrise and sunset because the sun is so low in the sky. Most of the blue light has been scattered as it passed through the atmosphere to the point that red and orange dominate during dawn and dusk. These have scattered throughout the sky for the same reason blue dominates a spring afternoon-however, dust (and not nitrogen) acts as the scattering medium. Thus, a high level of pollution makes the scene even more vibrant. You could say a beautiful sunset will take your breath away.
Hope this satisfies your curiosity, but if not, there's always this guy: