I'm glad I'm not the only one who realises this. The negative (esp. B&W) seem to have a ridiculously wide latitude which usually can't be fully retrieved digitally.
As to how best to overcome this. That's easy, don't blow your highlights (or shadows) to begin with..
This is of course done ideally while shooting (which is good advice for everything else as well, composition, exposure, waiting for the right light, etc etc), if not while developing (you can try to get the neg to be a little more neutral, I can't remember how any more, less agitation, different developer dilution with different timings, cooler temperature, etc)
But if it's already too late, you can consider using softwares such as vuescan and silverfast to push your scanner a little more, you can tweak the settings there to your hearts content. I personally use vuescan and I scan it as a raw file. Ridiculously big files but I believe I can pull more out of the scan than if I had just scanned it as a JPEG. There's an option to do multiple passes as well but if I remember correctly it never worked well for me for some reason.
There is also the possibility of scanning multiple "exposures" and layer them in post, but usually not the most ideal as the scans won't really overlap 100%.
Again ideally, get it right from the start, use gradient ND filters, spot meters, wait for cloud cover, know your film, know your developing processes, know what you want to get at the end of the day, etc. It'll save you a lot of trouble down the line.
Hope this helps! Again I'm rusty, haven't shot a single roll of film for maybe a year now.