I have wanted to try shots like this for some time and decided this morning would provide one of my best opportunities - good cloud cover, with lots of movement, and Sunday morning in an area that is more business than residential. Whenever I see shots like this, I've always wondered how the photographer manages to get it set up, since you obviously need a tripod. And I hear lots of stories about being given a hard time by over-zealous police officers and security guards. Sure enough, I'd been shooting here for around 45 minutes when a guard came out to ask what I was doing. I pointed skyward and explained that I was taken photos of the clouds. He nodded, said he guessed that was alright, if I was just taking pictures of the clouds.
I was fairly certain I was fine - public sidewalk, not impeding traffic, that sort of thing. But security guards and officers don't always know what the rules are - and some rely on intimidation and the photographer's ignorance to aggressively enforce a 'no photography' policy. It's a good idea to know what your rights are as a photographer. Different countries and locations will have different rules. For the U.S., here's information from the ACLU, explaining what you can and cannot do and what officers are permitted to ask of you. I know some photographers who keep this information in their camera bags.