How to do??

Awesome, thank you guys so much for your help, so a polarizer would make the sky more blue correct? But it would also slow the shutter speed down which would make it harder for fast moving action shots?

It depends on the angle to the sun as to what you can do with a polariser, but it does give you the prospect of producing a deeper shade in the sky. It will certainly slow the shutter speed.

Don't forget about the possibility of doing something with the sky in post-production - if you shot RAW, you could generate a version of the image that's underexposed via your RAW converter, put it in another layer, and produce a mask (with slightly feathered edges, so it doesn't look too obvious) that only shows the sky from that layer. That's just one option - and probably the most labour intensive, especially as you need some cloning to get rid of the power lines and so on. However, as with all things Photoshop, there's more than one way to achieve the result!

David

FYI, there's a setting in Photobucket that allows 512K files instead of 256K.
256K should be plenty given a longest side of around 800px.

Another tip would be to do your sharpening in Photoshop instead of in-camera (if you are shooting jpeg). If you turn the in-camera sharpening to minimum or if you shoot RAW with sharpening off, try USM with settings of 300, 0.3, 0 as a first go.

By sharpening in PS you can play around with it to your hearts content. Sometimes you don't want a lot of sharpening and sometimes you do ...