I think the best way of improving your photography is understanding the limitations of your camera.
The camera can only capture a certain dynamic range, the difference between the brightest and the darkest parts of the photo. Here are your options
1. Increase the dynamic range of the camera by shooting RAW and using post processing to bring in shadow and highlight detail. Helps but is not a cure all solution.
2. Use HDR to take multiple shots at different exposures and merge them in pp. Helps with landscapes but not with moving subjects like kids on holiday.
3. Use ND grad filters to darken the skies and keep the darker areas unchanged. Works well for landscapes where there is a clearly defined line for the border between bright and dark. Again not a huge amount of good for family holiday snaps.
4. Use flash to lighten the foreground and expose for the sky. Works very well when the sky is not too bright, perfect for sunrises and sunsets, but also other time of the day when the sky is not too bright...
Jessica Week 28 by
ShawWellPete, on Flickr
4. Be careful before you take the photo. Shooting a subject close to midday with the sun behind them is just never going to give you a blue sky and a perfectly exposed subject unless you have very powerful lights that can bring the subject up to a similar brightness as the sky. So avoid the sky in the shot and photograph subjects in the shade where the light is soft and flattering. Or use silhouettes for effect. Or choose a scene that is all vey bright and has less contrast between the sky and the ground....
Mauritius at Easter by
ShawWellPete, on Flickr
The fun of photography is learning all the options and knowing when is best to use each solution, I have friends who point their camera press the button and expect perfect results every time, unfortunately it doesn't often work!