How to avoid washed out, overexposed skies when shooting high dynamic range scenes? For those of us who don't have ND filters and what not, whats the best way to get a good exposure?

My best guess is that you meter the sky and slightly underexpose, risking a darker foreground for a sunset/sunrise type picture. Is that right? I can always do some changes in Photoshop later, but would rather do the least amount of work there.

Thanks all!