I wouldn't "always" underexpose, but there's a reason your camera has exposure compensation and the light meter shows a scale rather than a simple "underexposed", "correct", and "overexposed" indicator and that's because deliberately altering the metered exposure (up or down) is a necessary practice of good photography.
You can use the histogram (review the image and if you don't see a histogram, repeatedly press the "info" button (to cycle through the optional info displays) until you find the histogram. This will tell you if you're blowing highlights or clipping shadows. You can also turn on "the blinkies" on the display which blinks the pixels which are either blown/clipped.