Another thread on aquariums made me think of this cheap and easy tip that I saw online a while ago.
If your camera can't take filters (e.g. a P&S) then you can still use a polarizing filter with the help of a pair of polarized sunglasses. As long as the lenses are polarized this will work. When you want to take the picture, hold the sunglasses up in front of your lens so that you can't see the frames or anything else strange, then rotate the sunglasses in front of the camera until you get the look that you were hoping for (and if they're not a pair of sunglasses you wear, you can always pop the lens out and just keep that with your camera bag). This can produce a darker sky or cut out reflections the same way a normal polarizer would. You might feel a bit silly giving your camera sunglasses, but hey, this is coming from the same person who has walked around with their camera in a big ziplock bag