Everyone should keep in mind that the 2 gig patch will only be good if you have a 64 bit OS. There are some people out there still using 32 and, while that is fine in itself, it means that the patch won't help you. So if you're using a 32, don't expect much.
As for the skyboxes, my issue is both the wear and tear on my eyes and the memory usage. A black background works best for me. The only time I've successfully played with skyboxes was with Homeworld, but they balanced the colors quite beautifully.
As for the answer to your question... there are many star systems in nebulae, but never nebulae in star systems. The average nebula is exceedingly larger than our solar system and they often give birth to new systems themselves. There are many places in the galaxy where you probably would see a wall of colorful dust around you. Of course, we live in a fairly bland system, with a wall of dirt particles (both the Oort Cloud and Kuiper Belt) around it. So we get more of a blackening affect around us. The images you see in space can change dramatically based on your positioning.