Sounds obvious, but ensure the sun is behind you when you shoot; not always possible I know, but a little planning for sun position when thinking about trips out can help on this (sites like Trainspots can be quite useful in suggesting the best times to shoot at certain locations).
Depending on what camera you have got, you could also automatically bracket exposures to try and eliminate overexposure of the sky. Moderate underexposure of darker parts of the the subject can easily be corrected in an image editor (unless you encounter noise problems).
You could also try using a polarising filter, this will help enhance the constrast in blue skies as well as eliminating unwanted reflections - this is the next purchase I will be making now I've learnt to drive my new camera!