As someone who shoots a fair bit of landscapes out west, a polarizing filter is one of my favorite tools. However, you have to be very careful when using a polarizing filter to avoid uneven polarization.
Uneven polarization is when one part of the sky is darkened more than other areas. This can be a particularly easy thing to mess up, especially when you are using a moderately wide lens. Take, for example, the following shot:

I not only overpolarized the sky, but I failed to notice that the polarization was uneven. The upper right corner is just WAY too dark.
Fortunately, if you use Capture NX 2 or Nik Viveza 2, a Color Control Point can quickly and easily come to the rescue.
I used a single CCP in Capture NX 2 and used the “Color Picker” to sample the color from the upper left sky and fix the overpolarized image.

Click here for a video tutorial on how I made this fix
The final result looks absolutely natural:
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