How to capture in this situation.
 

I get these shots a lot. Where I try to get the sky blue, but not bring the iris too far down to where their is little light on their face. I haven't tried color correcting it yet, but i was wondering what filters you use to get a nice blue sky but still have light in the foreground. I will add a light from now on, but do you guys use any filters to help with bright sunlight as well?

http://i31.tinypic.com/vxdr2o.png

You can not use filter the way you frame this shot, the only thing you can do is use daylight balance video light or reflector.

A polarizing filter can help make the sky bluer, but they can cause other problems. Blue skies are really easy to do these days with color correction, I'd go that route.

What this shot desperately needs is some fill light. Get yourself some reflectors, even a large piece of foam-core would help enormously. No need for electricity...

Secondary colour correction
 

I understand your scenario. But if you can't use reflectors, and you're a run'n'gun situation, colour correction in post is probably your only hope.
I would key out the hue of the sky, and simply add the required colour.

Polarizer filters are nice, but i simply don't have the time as a one man show to be screwing filters on and off....

That's a shot where an on camera light might not be a bad idea. Flolight.com has a nice one:
http://www.flolight.com/microbeam-256.html . A small HMI, like an Arri 200 on a stand would be better, but more expensive.

Thanks for all your replies.

Filter options might be Low Contrast or Ultra Contrast filters, and in camera highlight tone priority or -4 contrast will help as well. As others have mentioned, polarizers might lower the light level of the sky by reflecting some skylight if the sun is in the right position. Additional lighting could also increase the foreground light level but making it look natural like ambient fill in the shade would likely require a lot more than a small led light. A big white blanket on the ground or a big carefully aimed reflector/bounce might help fill more than a portable LED in daylight outdoors.