These are pretty fast flyers especially when they fly with the wind which they normally do. This was captured over Boulders Beach, Cape Town - a penguin colony, and the wind always blows there. I managed to capture a good wing position against a sky BG. Taken late afternoon.
Canon 1D Mark IV
Canon 300mm f/2.8mm +1.4TC = 420mm
1/2500
F/7.1
ISO 640
Now that is a full up wing position ! Nice eye, good to have subtle clouds. I might bump the contrast just a bit to help make the clouds pop a bit more.