What could be more natural than using a circular polarizer on a sunny day with a few clouds? What better way to bring some definition to those clouds, intensify the colors without introducing weird PhotoShop-y elements, and darken up that sky? And, if you're intending to take multiple shots to create a panorama later, wouldn't that polarizer be even more useful?
Here's what I learned when I examined those would-be panorama shots back on the big screen (as opposed to my 3 inch viewfinder): that polarizer is NOT your friend if you want to stitch shots together. Sure, the sky looks more intense, but that intensity jumps around from shot to shot, as the angle of the sun hitting the polarizer changes. Some shots will have oddly intense areas, others will be a little paler. . .
Luckily, I did manage to avoid this problem--by dumb luck--with a few of my intended desert panoramas. Next time I will know there's a better way to keep the dust off my lens.