Originally posted by RioRico Cheat. It's a long long tradition, like about 160 years. Layer two shots together: a nice cloudy sky and a nicely lit 'scape. Maybe use two different exposures from the same tripodded position.
The problem with a GND is that the division is a (fuzzy) straight line. This is fine with horizon-only shots, not so fine with mountains, skyscrapers, etc. And the problem with HDR is a tendency to go overboard. So just cheat.
Although a long tradition, most of the pre-digital examples were more obvious than moderate hdr. It was difficult to do well.
The OP doesn't state whether the sky problem is that it's too light, or that it's blown out. Small blown-out areas can be fixed somewhat easily, by cloning for example; large expanses are more time-consuming and may require multiple exposures. If the sky is simply too light, but not blown out, that's often better fixed with PP than with a filter.
Agree on the problem with GND, although with the newer sensors that are more resistant to shadow noise, you can over-darken portions with the GND and still rescue them. However, the improved dynamic range on those same sensors means somewhat less need for GND. Often a 1-stop GND was all that was needed to avoid blowing out the sky, and a new sensor vs. a 5yr old sensor might buy you that.
Paul