Along with Aaron's C/PL filter, how about using a tripod? If not a tripod, you can use the door of your car to help steady the image. Remember, the slower your shutter speed, the more likely you will get movement blur. If your going to use the car door to help stabilize the image, make sure the engine is turned off.
You may also want to try the manual settings on the camera. Aperture priority will open or close your lens iris and set the shutter speed accordingly. Also try different metering modes. You probably don't want to spot meter a cloud formation as the camera only takes into account a small portion of everything you see in the viewfinder. You might also try manual focusing the camera rather than letting it autofocus. AF can be fooled or not focus properly as clouds don't always give enough definition for it to work properly. In Wide angle shots, your camera may actually be focusing on something fairly close by and ignoring the clouds all together! Most AF systems tend to focus on something with a hard line. Especially if there's lots of contrast (large difference between light and dark) on the edge. That will fool the camera into focusing on that point rather than the point you want.
I personally, use Aperture priority quite a bit. In low light, I will change over to shutter priority and then enhance later in Photoshop.
Here's one other possibility, Most cameras have sharpness setting. I generally leave this at low or off and do the shaprpening later in Photoshop. If you don't have Photoshop, then you may want to look at what your sharpeness is set to. This could also make a difference.
It might be helpful to post a photo with the issues you described and we may be able to help a little bit there.
