Instead of clearing the Z buffer, you can use the ZMin and ZMax values of the Viewport.
When rendering the scene, set ZMin to 0.01 and ZMax to 0.99.
Then, when rendering the skybox, set ZMin to 0.99 and ZMax to 1.00. That way, the skybox will be "behind" everything else.
Then, when rendering your UI widgets, set ZMin to 0 and ZMax to 0.01. That way, the UI widgets will be "in front of" everything else. (Note that the Z resolution will be poor, so you probably want to set the "near" value to 10 meters, and render all UI widgets 11 meters out from the camera)
Jon Watte, Direct3D MVP
Tweets, occasionallykW X-port 3ds Max .X exporter
kW Animation source code