RAW Shooting

I shoot my photographs RAW.  End of story.
Yea, sounds cool.  Yea - usually requires some extra work.  But I shoot RAW and will not change.
Truth be known, everyone shoots RAW.  Even my phone shoots RAW. 
The photographic process goes something like this.  The image is seen through the lens and hits a sensor.  Information from that sensor is put in a file, either physical or some form of RAM for further processing.  The information that is put in the physical file is RAW.  That's the information I want.  The light information that hits the sensor is unaltered.  When the light image is processed further and the output is generally a JPEG file what you are seeing is your RAW image with further 'clean-up' that your camera manufacturer has developed.
I want to take control of my photos - and not necessarily see what Nikon wants me to see.
So, if I'm going to take that much control - what can I do to help my camera get the best possible image?
The biggest image killer I come across is the 'blown' colors.  It is usually the form of a blown sky - that flat - no definitions.  
This is how I get around this issue.
When I get to a location that has the possibility of a dull sky, I shoot some 'test' photographs.  I'm looking for blown areas.  My camera has a 'highlights' feature when will show overexposed areas.  Simple, quick.  I also use the histogram feature on the camera.  All one has to know is that any part that is blown on the original image is non-recoverable.  Software can't recover what isn't there.
I use the EV setting to compensate the image.  The more highlights I see, the higher the setting.  After some time, I can generally look at the environment and know what EV setting I need to use.
This is one of the test shots I used for an outdoor event.

This is the histogram:

Not a bad looking histogram - but the information on the right shows the sky information - and some of that information is lost.  No matter what I do, it is un-recoverable.  The EV on this is already -0.7, so I'm getting closer.

A EV setting of -0.7 is a comfortable setting for me.  If I was doing shots where there was more sky, I'd probably go to -1.0 or -1.3.  But in this case, I'm just looking to recover any sky I do capture.

In the worst case scenario with this setting, where I'm not getting any sky this is the result.

Here is the original image as shot.

This is a EV of -1.    The histogram looks something like this:

This histogram shows that although dark - all the color information is there.  This is something that I can work with.

I use Photomatix to set my color levels.  I've also used Elements RAW editor and auto levels to do the same.

This is what you get with one pass through Photomatix.

And the histogram is:

So even with a darker image, I can get the light levels correct.