Where I live, nothing will help in the winter with the blown out skies. There literally is no color or definition to them most of the winter. Just bright greyish white.
I do a lot of shooting in the winter and simply meter off the sky. If you capture it in control, then the subject and other interests in the shot can be brought up(if necessary) in pp.
You can also bracket & blend or HDR as mentioned.
A Neutral Density (ND) filter reduces the amount of light allowed to reach the sensor which will allow longer shutter speeds. They come in a variety of densities, but a 3 stop is what I have and it seems to work okay. They are neutral in color (although dark grey to the eye) and do not affect the color of you shot. Ever noticed those water shots where it looks like cotton candy?
A Circular Polarizer (CPL) will have the same affect as if you put on polarizing sunglasses. It will reduce glare and make colors pop. You can rotate it on your lens to get they desired effect your after (within limits). It will offer the maximum results when you are shooting 90° to the sun.
You can find these filters ranging from $10 to a couple of hundred dollars. Remember you are placing this in front of your (potentially) expensive lens. Do not go on the cheap. A good starting price point for a CPL is probably around $50, depending on your filter size. Multi-coated glass is what you'll want to look for.
Does anybody know which is a good filter for outdoor snow conditions for use with a Nikon D40. I am looking at the bestbuy.ca website but there are so many I am getting confused.