This is very a common phenomenon in DP and as others have already mentioned, it's often accepted as a compromise between that of exposure and getting the shot.
However... the good news is you don't need to take this laying down
There are a few measures you can take to help reduce and control such things and so I'll do my best to share whatever information I have gathered on the issue.
Aside from metering and progressive result check(histogram and display previews), your biggest control factor will fall in that of post processing. And though HDR has been suggesed, I also think it's worth saying that HRD(both in camera and off ) has its share of drawbacks. Namely... in the accuracy dept. and so I'd like to put out there, that its not always ideal in many situations.
In my own workflow, I've come down to two solutions.
1. Raw developement corrections(none descructive)
2. Post processing corrections(baked editing)
An good example of how to use the first option(No. 1) can be seen here:
http://www.youtube.com/watch?v=f35Kvpt4hFw
The second option, is far broader since it leaves the user with a number of methods to choose from. However... for the sake of driving a point, I'm posting a global correction method and say that you can localize those correction just as accurately as first method(same results). So I guess it really comes down to preferences.
Though I use both methods extensively, I'm finding that the first method has proven to be quicker and easier to control than the second method. Nevertheless, I'll use both depending on the intended output and type of image I'm working with:
http://www.youtube.com/watch?v=0_JFKBs4MaA
Hope this helps.