If you have no choice but to shoot in harsh lighting or overcast conditions, you have yet another way to cheat Mother Nature: Replace a washed-out sky with a better one in your image editing program afterward.
For starters, you'll need to have a great photo of the sky handy. When you see a pretty blue sky, swirling clouds, an afternoon storm, or a beautiful sunset, grab your camera and start shooting. Save the best images in a special folder for occasions when you want to perform sky surgery.
When you're ready to replace the sky in a photo, start by opening both photos--the good sky and the image you want to make over--in Photoshop Elements (or your favorite photo editor). With the original photo selected, press Ctrl-A and then choose Edit, Copy. Switch to the sky photo and choose Edit, Paste. The photo to be altered will appear as a new layer on top of the sky photo.
Next, switch to the Magic Wand tool and click anywhere in the anemic sky. If the sky is uniformly pale, you'll probably get the whole thing with just one click; if not, choose the 'Add to Selection' option (in the toolbar at the top of the screen) and click around the photo until you grab the whole sky.