Always meter for the shadows. A shadowy silhouette against the sky is rarely recoverable while a blown out sky can at least be recovered.

Another technique not mentioned so far is to take two shots, one metered for the shadows and another metered for the sky. Using masks, print the subject and the sky onto the same paper. Registration may be difficult but I find you can use landmarks to line them up pretty close.

Finally, consider shooting black and white film where you CAN use red, orange and yellow filters to darken the sky without darkening the foreground as much. Either bring two bodies or two backs so you can shoot both.