Slide film has much less latitude than negative film, either color or bw. You could try a color negative film if you have to stick to quickloads.
Regarding filters, if you're using color materials, your choices for filters to darken the sky are polarizers and neutral density filters. You can also expose two sheets of film, one for the foreground and one for the sky. Combine in Photoshop. The polarizer will have a varying effect, with the most effect when point 90* away from the sun.
If you using bw filters, a yellow, yellow-green, orange and red filter will darken the sky, ordered from least to most. I prefer a yellow-green for most things, as it will darken the sky, but it won't knock down the shadows as much as an orange or red filter will do.
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