You can even use a polarizing filter to make your skies darker, so get creative with it.
Filters aren’t essential anymore, like they were in the days of film, but they’re still valuable. Using a color filter will darken or brighten certain areas of your images; for example, a red filter will make your reds brighter and your blues/greens darker, while a neutral density filter will block the light overall, allowing you to create longer exposures (say, for landscapes). You can even use a polarizing filter to make your skies darker, so get creative with it.