Hey Mitch. This is probably one of the most common problems that people will face taking photos outdoors. Since the sensor can't capture all of the range in the scene, some areas will either be "blown out" (your sky) or "blocked" (shadows). Even the best sensors can't capture detail across the dynamic range of a typical sunny day scene. This is also one of the reasons why photographers typically get up early or wait around all day for good light.
There are a couple of things which affect the outcome of the exposure. You may be aware of some/most/all of this, but others who are reading may not, so I'll ramble on for a minute... When using any auto-exposure mode (auto, aperture priority, shutter priority, etc...) the camera is going to meter the scene and decide how to expose it. There are a few metering modes in most cameras; usually something like "matrix", "scene", or "averaged" will be the default mode. This means the camera takes several readings around the frame and uses its brain to determine the exposure.
If you stick with the "averaged" metering, you'll probably see a trend where your camera is either over-exposing or under-exposing - this is where you can set the exposure compensation (a feature that every modern camera has) to correct the camera back in the direction of your preference.
Another way to approach it (and this can be combined with exposure compensation too) is to change the metering mode to either "center weighted" or "point". Point is essentially just that - metering is based off one point at the center of the frame. Now you have a lot of control over what the camera is basing it's exposure on. By using point metering, pointing at whatever you want to be neutrally exposed, *locking exposure* (sometimes called "AEL"), then re-composing the shot, you regain control over what's going on. I realize this may sound like a lot to do if it's not something you're familiar with, but it's pretty standard practice and not difficult once you familiarize yourself with with your camera.
In most cases, I find it's easier to simply use manual exposure which is the only way I shoot when I want the best results. This doesn't require any exposure compensation or exposure locking - just set the aperture, ISO, and shutter speed needed to expose the scene the way you want it. Learning how to read a histogram is a big help (if your camera offers live histogram display). Generally speaking, tweak the exposure until the histogram is just short of touching the right edge. This will give up some detail in the shadows (you should be able to bring some back with post processing) but due to the way digital sensors work, you'll capture much more detail in the rest of the scene.
All of this is sort of for the benefit of anyone who's interested in understanding a little more about how their camera works and how to be more in control of it, although I realize that's not everyone.
What Rick M. offered regarding in-camera HDR is probably the best way to go if you're a "point and shoot" type. It's also a good way to go any time there is just way too much dynamic range for the sensor. I have a pretty good sense of when that is with my cameras and I also use in-camera HDR at those times. Probably a very satisfactory solution for most people.