You should be setting your camera's exposure with the highlights in mind. Be careful not to overexpose important parts of the image by using the histogram. Exposing this way will give you the maximum amount of data to create better & more colorful images.
Next step is editing your photo. Its easy to adjust your shadows in Lightroom to have a full tonal range. Check out the video!
You should also check out my video Why You Need Perfect Exposure in Digital Photography that shows you what the effect of underexposure can do to an image.
2016 Update! Learn how your meter works with PHOTOCADEMY Lesson #3, Metering modes http://cazillo.com/articles/photocademy/466-master-guide-to-dslr-metering-modes.html and lesson #4 how to use your DSLR's Meter http://cazillo.com/articles/photocademy/467-dont-be-duped-by-your-dslrs-meter.html