Horizons: they are very definitely meant to be level in our photos. Whenever I see a lop-sided horizon, it sets my teeth on edge. Nature intended that they be straight, at least as far as our eyes can see, and our inner ear knows this. A wonky horizon will likely make anyone looking at it feel uncomfortable, as their eyes will be telling them one thing and their feet another, but they won't necessarily be able to pin-point why. And you definitely don't want that.
They also seem to be something that I am perenially unable to get right when I take a photo. (Unless I'm using a tripod, of course, then you use a dinky spirit cube in your hot shoe.) I know that they need to be level, so I try my utmost to make them that way, but they always need tweaking. I don't know, maybe I stand funny, or something.
The fix, however, is easy. Whether you're using a free online editing service or have the mighty power of Lightroom or Aperture behind you, there're tools to straighten photos. I've picked two as examples - one free, the other paid-for and swanky - to give you an idea.
If you use Pixlr (Pixlr.com, possibly my new free online suite of choice, following the demise of Picnik), it's very simple. Upload your JPEG photo into Pixlr Express, select Adjustment, and then Rotate. Then all you need to do is use the slider to alter the angle of the image so that the horizon comes up straight. There's even a useful grid to help you get it right.
Use Lightroom 3 and you have three straighten options, all of which are found in the Crop panel on the right-hand side. The first is under the Crop tool, and you adjust the angle by eye, using a grid overlaid on the image to help you. The second uses the slider, allowing you to adjust the slant of the image by a precise number of degrees. The third is by far the easiest. Click on the Angle tool and then use it to draw on your image, following the line of the horizon. It'll correct the angle of the image to that line. Simple! (And it also works the same for vertical alignment, too, ensuring that buildings don't lean to the left, or whatever.)
Of course, if you want to deliberately set your skyline askew, there's nothing wrong with that and you can use these same tools to achieve that end. Just make sure that it's off-kilter enough that it's easily identifiable as deliberate. (And I'm reliably informed by one Haje Jan Kamps that a purposefully skewed horizon is called a 'Dutch Tilt'.)
If you're now permanently unable to look at another picture without being able to spot the wonky skyline, I'm sorry. But you never have an excuse to be riding off into a crooked sunset again!