Instead of just having a plain colored background, PyMOL allows you to specify a gradient. Just turn on the bg_gradient setting,

set bg_gradient

and then specify the top and bottom colors in RGB triplets:

# light grey at top

set bg_rgb_top, [0.7, 0.7, 0.7]

# dark blue at bottom

set bg_rgb_bottom, [0.1,0.1,0.4]

An example image of ray-tracing with bg_gradient set is show at right.