If my sky is usually overexposed while the landscape is underexposed, what can I do to fix this?

Is there certain exposure I should use to minimize this big difference between ground and sky? Or is using some sort of filter the best solution? If so, then what filters?

The eye is an incredible thing — it can see detail across a much broader range of light than any film (or sensor). It is pretty frustrating that the camera cannot capture what the eye can easily see!

You have four major approaches:
a) Expose for the details and try and use photoshop (or dodging) to keep the sky from being blown. Or vice versa;
b) Shoot one photo for the sky and one for the details. Knit the two together in photoshop.
c) Shoot an average exposure and suffer with slightly blown sky and too dark details.
d) The best alternative, IMHO, are graduated (or split) density filters. The best are those that fit into a Cokin style holder. The filters have a dark part and a light part — that allows you to expose both! An example is at http://www.mountainlight.com/filters.html

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