Funded by my grandmother, I just got myself a birthday present that I should have gotten a long time ago, a
graduated neutral density filter. It's a square piece of plastic half fully transparent, half darkened, with a gradual transition, like the top of most modern car windshields only grey not blue. This lets one get good exposure on a bright sky without darkening the foreground.
Here's a decent attempt at using it. (Here the gradient runs nearly vertically.):
A side-by-side with, then without the filter:
A spectacular photographer,
Buck Forester, makes extensive use of these filters, particularly
this kayaking picture or
this picture of Pioneer Basin. All of his stuff is spectacular.
The filter holder (remember, these filters are square so you can slide the filter back and forth) cost $20, including an adaptor for my ⌀58 mm lens; the filters themselves cost $20 and up. If you are doing much landscape photography, I'd recommend one or two of these.
Update: One problem: I need a bigger camera case.