I take an average in what compromise I'm prepared to live with and it's working for me pretty well. I set my exposure for the brightest part of the scene in my proposed take. This morning it was directly towards the horizon where the sun was about to rise so I set the exposure to maintain the detail in the sky I wanted (in my experience blown highlights tend to be more objectionable to some detail lost in the shadows). I then fhe while take on those settings. I like the results this way, it's more natural and closer to how it looks on location with the naked eye and adds drama. As long as the highlights aren't blown you can drag a lot of detail out of the dark areas in post if needed.
