Congrats on your new purchase, I have the 7D also and love it.
With regards to washed out skies this is a general issue and not a fault with the camera, the problem is that the camera is exposing for darker areas of the frame such as the walls of the colisium which are probably going to occupy a larger proportion of the picture than the tower of pisa. There are various options but the most important thing is to review the image after you have taken the shot there is a highlight clipping option which will flash the overexposed areas in the preview . The options are:-
Take a shot and apply exposure compensation until you get a better balance but you will potentially loose a bit of detail in the darker areas, these can be lifted in PP so shoot in RAW.
Take two shots on a tripod one exposed for the sky and one exposed for the darker bits of the image and combine them in PP or alternatively you could use exposure bracketing (AEB) which will take the first shot at normal exposure, next over exposed and final one under exposed you can get away handheld with this if you set a fast burst and hold the button down long enough for all three shots. With AEB you can specify how many stops you want it over/exposed by but do remember to switch this off when you have finished
You could also process images shot this way as HDR although this is the marmite of photography techniques.
Use a graduated filter, again you will need to shoot from a tripod.
For your existing shots you could tidy them up by combining a sky from another shot or use the graduated fill in Photoshop or Photoshop elements.
Most of the time though you should be able to achieve a reasonable balance using exposure compensation especially if you have familly with you as you will probably be a bit rushed I know I am
Hope that all makes sense.