The obvious (in the particular example you gave) is to use a fill flash. Then, I'd shoot RAW so I can preserve more tonal information for working on in post. Last, comes HDR, but I never did that myself. In the case of too bright skies, you can try to use a polarizer to reduce the amount of light from the background while still keeping the details (and even enhancing its looks).
If you can control the scene itself, move the subject to a different place maybe, where it is more lit and thus reducing the exposure difference to the background.