Marcusk:
One thing you can do is to use a graduated filter like the ones from COKIN.
A Graduated Neutral Density filter (ND Grad for short) is basically a rectangular piece of plastic that is is dark on one end and gradually fades to transparent on the other end.
You can use a Grad filter to balance out exposures where the sky is too bright, just align the filter in front of the lens so that the dark part of the grad filter covers the bright sky.
Another thing you can do is to try using a polariser to bring out the tones in the sky by cutting glare. But don't expect instant results with a polariser as the intensity of the effect depends on the angle of polarisation and other factors...
Alternatively, you can shoot the scene 3 times and merge it in Photoshop as a HDR (high dynamic range) photo... (you can serach for "HDR photo" on Google for more info on this)
1) Meter for Sky
2) Multi metering
3) Meter for Ground