In some scenes, you just cannot avoid some clipping. Scenes with very high dynamic range, such as a forest path with the sky peaking through the trees will likely clip on both sides and the only means for such an image is to take more than one exposure and combine the two in one way or another. Generally, you are better off decreasing exposure to compensate for blown diffuse light since most of the time subjects aren't going to be the highlights, but having little bits of specular - those little tiny dots of flashing clipped areas - is really not too bad and some would argue even desirable if you're shooting with the intention of getting everything right in camera.
If in nearly every scene that isn't overtly low contrast you're getting clipping on either side, then your histogram warning is off. This feature is the most powerful aspect of digital photography, IMO, and I see the histogram as kind of an extension of the light meter. Unfortunately though it seems that it's not always accurate due to the fact it's measured off a processed image.
If you can get UniWB to work, that may be one option. And you do have RGB histogram via the Playback Display Options menu, according to
Nikon D5100 Review: 7. Menus: Digital Photography Review. Unfortunately I cannot find any NEF files from this camera online. So I will have to wait to help you get a near UniWB setting for your camera. But this should help a bit with the JPEG preview.
You can, and should, also know the latitude of your camera, and it is very easy to test for. If exposing for the high lights, Simply take a white sheet of paper, mark a small circle or square, about 1" wide, and under a strong light, preferably daylight corrected (or whatever temperature is most typical) find the highest exposure possible without any signs of clipping according to your preview by spot metering within the mark made. Do the same for the low end by deceasing exposure until just before clipping occurs.
Now, set the camera to +1 time value
above the recorded high value, and expose every 1/3 Tv for -1 Tv, now take an exposure for every full stop until you are at the lower end that you previously measured, then do the same for every 1/3 Tv for 1 Tv less than the low value you measured.
For example, if your preview is saying that no clipping will occur at +4, -6 then you would expose at
+6, +5 2/3, +5 1/3, +5, +4 [...] -5, -6, -6 1/3, -6 2/3, -7
It may be helpful to rename these files to reflect their respective relative time values.
In the RAW processor, ensure that either you are using the proper white balance and process as generically as possible. Do not apply any sort of special curve that is not applied by default, or anything else. Check the clipping warning on the high and low end - these will be your minimum and maximum latitudes.
The other intermediate exposures also tell you very important information about your camera and your processing techniques. You may measure every value to have a better idea of how making exposure adjustments are actually affecting the image. I was surprised to find that my meter reading of 0ev does not actually relate to the center of my histogram, which is what I consider truly "middle grey", rather +1ev was much closer! Understanding where the camera places exposure is very important, IMO, to understanding how to effectively meter.