If I metered on the subject, the sky was blown. If I metered off of the sky, the subject was too dark. Is it better to use something like a polarizing, or gradient density filter, or take two shots metered off subject and sky and combine them in CS?
There are a few solutions to this (common) problem.
1) Buy a set of graduated neutral density filters that can be used to reduce the exposure difference between sky and ground. This is generally the simple and preferred option.
2) Shoot in RAW, which will give you greater felexibility to recover highlights without destroying shadow areas if the dynamic range is not too great.
3) Take 2 images, one exposed for the sky, the other exposed for the subject (the camera must be mounted on a tripod for this and not moved between exposures). Use the HDR facility in Photoshop (File, Automate, Merge to HDR) to merge the two images. This will merge the properly exposed sky and the properly exposed subject together.
4) Take 1 image using RAW. Adjust one such that the sky is properly exposed and save/convert/export it to a TIFF. Take the source image and adjust it again such that subject is properly exposed. Combine the two images in Photoshop using HDR (as above). Just to make things more complicated, you need to remove the EXIF data from one of the files (just select the image in Photoshop and cut and paste into a new canvas) otherwise Photoshop will read the EXIF data in the two images and tell you (helpfully!) that the two images are two similar to merge using HDR.
As I'm sure you can gather, the neutral density filters are the easiest (if not the cheapest) solution and often the most effective.
I hope it helps