Adobe has released it's latest version of Lightroom in beta test format which is free to download until the full commercial version is available... and it's brilliant! It has all the usual RAW editing stuff but one of the things that I personally think is awesome is the gradient facility.
Bright sky is usually about 2 stops of light brighter than foreground and that makes it difficult to expose for both in the same shot. One of the best ways is using a graduated filter stuck to the front of the lens. What that does is block out some of the light from the upper portion of the picture and brings sky's exposure to that of the foreground. Therefore when you take the shot you can retain a lot of detail in the sky that would normally be washed out (or "blown out highlights" as those in the know call it). If you have a look at some of your previous pictures with sky in it (where the sky is not the major feature) you'll see that often that portion of the picture is completely white and over exposed.
So what do you do if you haven't got these filters?
Personally, I under-expose the shot slightly and then in Lightroom drag down the gradient filter effect. This means I can pull back some of the details that would have been previously lost. This shot is prior to using the gradient.
After application of the filter...
Makes quite a difference doesn't it? The icon is on the right hand side of the "Develop" module underneath the histogram and I hope you get the chance to try it out.