If I forget to pack a ND grad filter or if its gotten scratched I sometimes resort to exposing for the sky, with RAW files you can pull one and even two stops out of the dark parts of the image with little loss of quality so I then process the same raw file twice, once for the sky and then a second time as a new layer with exposure compensation added with Adobe Bridge. Carefully using the eraser to remove the sky in the second file can give pretty good results.
I haven't resorted to using two photographs in the one image, mostly for PR reasons so I can say that anything visible in my photos was present when the photograph was taken.
