Right click the game on the game list, select properties,
go to the graphics tab, go to the rendering sub tab,
tick manual hardware fixes, then go to the new hardware
fixes sub tab and tick "disable safe features." You will
need to do this every time a new update to the patch is made.
(this fixes the glitchy skyboxes.)

If you are playing the game upscaled, go to the upscaling
fixes tab and click force even sprite position. Same as the
other setting, you need to do this every time a new patch
comes out. 

If you get random sprite tearing during exploration, set the
renderer to a hardware renderer. Software renderer may be bugged
in new versions of pcsx2.