Remember the rhyme: "Red sky at night, sailor's delight; Red sky at morning, sailors take warning." Look for any sign of red in the sky (not a red sun); it will not be a bold orange or red the majority of the time, but that depends a little on where you live.
Sailor's delight
If you see a red sky during sunset (when you're looking to the west), there is a high pressure system with dry air that is stirring dust particles in the air, causing the sky to look red. Since prevailing front movements and jet streams weather usually move from west to east (see Tips), the dry air is heading towards you.