I have the same problems, too. I use a cokin Netral Density filter or polariser to cut some glare, but it's only for some situations. Certainly, not a solution for filling in shadows. I have even tried both together, but results in watery eyes! (the damn bright glare of the sun + external flash)
Just thinking, would underexposing (with a filter, and no flash), and adjusting curves in the raw do the trick in some cases?