HDR - using bracketing (e.g. -2ev - ev and +2 ev) and then tone mapping techniques (either software like photomatix or photoshop CS), it is possible to obtain images that capture brightly contrasted images.
This is taken with strong sun rays shining through the clouds with bracketing using Canon40D, hand held on rapid burst of three shots. The difficulty for this type of photos is to handling objects that move during the multiple shots. Photomatix tone mapped is used with tone enhancer algorithm. Photomatix web site is:
http://www.hdrsoft.com/ It is quite a popular software and you can download trial version from the web site. I have nothing to do with the business but simply report my experience of using this software.
Interestingly, the software can also be used to recover some shadows and details using a single shot of image (must be done in raw). This is a shot of photo done with one raw image and tone mapped. Notcie that the dull sky has been made interesting.