When shooting panoramas there are few things that should be done while shooting the individual images to be stitched together later:

1. Shoot in Vertical Orientation. This will leave plenty of foreground and sky that can be cropped out later and still leave enough material to work with.
2. Shoot in Manual Mode except for using Autofocus. This includes setting ISO instead of using Auto ISO. This will ensure your lighting values will remain constant across all your shots and you won't get banding in the sky because of different exposue values as you move across the horizon.
3. Overlap your photos by 30 to 40%

I got interested in I.C.E. because Jerryc41 posted that Microsoft had just upgraded it to Version 2.0, it's what he uses for panoramas, it works really well and it's free. I had asked him to post an example, but I never got a reply to the request. I figured I would work one out for myself, and post the workflow as I went along.

I.C.E. is a standalone program that will export final results as .jpg, .png, .tif, or .pdf. It uses 4 simple steps, outlined below (and illustrated in the workflow photographs). You can download it here: http://research.microsoft.com/en-us/um/redmond/projects/ice/

1. Import - in my case, I used 5 individual images. There is a browse function which enables you to select photos from anywhere on your computer
2. Stitch - there are some interesting features built in to the software. It handles chromatic aberration, photo alignment, and even has a rudimentary camera movement detection/correction function.
3. Crop - invariably you will end up cropping your photo to get rid of uneven edges, unwanted foreground, and maybe too much sky. It also allows you to rotate your image to align properly with a grid. The program has a content-aware function that will fill in blank sections where the crop doesn't find any pixels in the original photo. Be sure the "Use Auto Completion" box is checked.
4. Export - You can specify which image format to use, where to stage it, and what level of accuracy you would like for the final image.

Once I had exported my final image as a large resolution .jpg file, I opened it in PS CC 2014 for some final editing.