Thankyou Maris, that was good advice. I do get annoyed with my camera's inability to see the world the way my brain does
As my lecturers tell me, the camera is a very blunt instrument.
Cheap Ebay filters work ok do they? I'm always a bit wary of the cheap ones, fear they are inferior and dunno whether to take the risk. I've seen countless ones on Ebay though, will investigate further.
The biggest problem with cheap grad ND's is lack of exact colour neutrality. If you are exposing colour negative material this doesn't matter much because there is a valuable opportunity for colour correction when making the positive. Even for colour transparencies the need for exact neutrality is overblown since only rarely is the in-camera material the final product. Usually the transparency is a stepping stone to somewhere else and again there are colour correction opportunities.

The world of grad ND filters is rather deep: soft grad, hard grad, 1stop, 2 stop, 3 stop, and so on...; wilful study required.
What's pre-flashing, I don't know if I'm familiar with that..?
Preflashing is giving photographic paper a tiny all-over exposure to use up the "inertia" of the paper but without (just) generating discernable density. Now any additional exposure, even from the dense parts of the negative corresponding to the sky, will produce discernable tone. The resulting tone is very light and acknowledges the presence of the sky but doesn't deliver rivers of detail. Accumulated knowledge about preflashing is a mini encyclopedia in its own right; wilful study required.

And thanks guys for the masking tip - if I can find a point in the scene which a join line wouldn't show up in too much, I can play around with doing separate exposures for sky and land on the same neg. Or could I just even layer the second sky exposure over the first, kind of burning-in that area? Hmmm
Contrast control of negatives usually proceeds via unsharp positive masking. The techniques are supremely exacting and precise. Special equipment such as masking film and precision register punches and pins is part of the deal. Those who excell at this have generally done an extended apprenticeship. Again, there is a lot of deep knowledge here.