The Burj Khalifa looks great in photos, but it creates the same problem with composition as all the other isolated high buildings. You either leave it out of a photo, or you include it and create a lot of empty space with just the sky. But as one of course wants to have this great building in the photos, one does the best one can :)
This is a HDR from 4 exposures, created in Oloneo Photoengine and finished in Photoshop.