some cameras compensate for haze (I don't know about yours), but the filter that cuts down on atmospheric haze is the UV filter. I've got one for each of my lenses, mostly because if it gets scratched, it's considerably cheaper to replace the filter than the lens.
to bring out clouds, it occasionally works well to take the shot at different exposures (try taking one a few stops darker) and combine them in Photoshop or some other editing program.