When shooting dramatic landscapes, there is no filter more useful than a graduated ND. The idea here is to get the shot right "in the camera" without relying on post production tools. As terrific as these filters are, it's easy to be confused by exactly how they work. When I was first starting out many years ago, I searched everywhere for a simple explanation, or visual example of how they are used. Unfortunately, there wasn't much available and I learned by just getting a set of 2, 3, and 4 stop grad NDs, and practicing. Below, I've prepared a quick layout of how they work.
In this first photo, no filter was used. The house is well exposed, but the sky is too bright. If I opted to expose for the sky and make it darker, the house would be too dark as well. This is where the grad ND comes into play.
To the left is a 0.9 soft edge grad ND filter. This is also known as a three stop ND. It blocks three stops of light on the darker portion of the filter while letting the normal amount of light pass through the clear bottom portion. The filter on the right is a 1.2 soft edge, and block four stops of light for a more drmatic look. Having a few options is recommended as different scenarios call for varying strengths.
Here you can see where I've placed the 0.9 (3 stop) ND filter over my lens. It fits in a square mount so you can slide it up and down in order to change the effect. Notice how much darker the sky becomes while leaving the house and foreground properly exposed.
The final result is the best of both worlds with a dark, ominous sky and a well exposed house. No post production or HDR was needed.