Having a clear out I found some old camera filters that had belonged to my Dad back in the 80's. They were the sort that dropped into a holder fitted in front of a lens. I just hand held a polarising one in front of my 35mm lens to see what difference it made. Not sure about the result as I looks very grainy close up. Most probably needed cleaning and a different set up on the camera itself. Did give quite a dramatic effect to the sky.
Polarising filters are generally used to cut down reflections and will have the effect of darkening the sky, emphasizing the clouds as in your shot and increasing the saturation of objects such as foliage. Try it out on the fall colours. For greatest effect use it at a 90 degree angle from the sun.
