So I was in Fla for memorial day. I had my 20D with a Canon 24-70mm. I was using it to take pics of the kids and family and the beach and in the ocean. These were all taken throught the day and the sun was nice and bright. I used the lens shroud but the pics were still all over exposed. Fixed many in Aperture the best I could but would like to know what I can do in the future to help. UV Filter? Other?
A sunny day presents a big problem: huge dynamic range.
Your eye can see detail in the clouds/sky AND in the shadows on people's faces, but your camera's sensor cannot.
You've got two options to deal with this:
1. Lower the brightness of the brightest parts of the image (i.e. the sky), OR
2. Increase the brightness of the dimmest parts of the image (i.e. the people)
There are a few ways to acheive this. First, you could, as suggested, try a graduated ND filter. This is a great way of lowering the brightness of the sky, such that the overall dynamic range now fits into a range the sensor can handle. Unfortunately, with moving subjects, you're going to constantly be adjusting the filter. For static subjects, a GND filter works well, though.
You could exposure bracket (expose once for the sky and once for the people) and then combine the exposures in Photoshop. But again, this is difficult when you have movement in the image.
By far the easiest solution, however, is one that no one seems to have mentioned: fill flash. Stick a speedlight on your camera's hotshoe, set it for maybe -1EV, expose for the background, and fire away. Since your shutter speed will be very high on a sunny day (even when stopped down to f/11 or f/16), you'll need to engage high-speed sync mode on your flash.
This is the EXACT scenario that fill flash is appropriate for. Read more about flash photography
here.