Bright overcast days are the best there are for outdoor photography .. softens the shadows and the light. Your day looked a little too dark though. (Look especially for opportunities in the morning or evening, with light to the side!)
You can try dialing in 1 or 2 stops of overexposure. Or, since digitals don't waste film, if you've got a bracket mode, you can always turn it on, to give you a better shot at the image you want. (or use photoshop or your favorite image program to adjust the levels)
With the scene you had, you didn't have a whole lot of light or contrast to work with, so your camera probably did the best it could.
If you get a hazy effect in brighter light, you might want to pick up a UV or skylight filter. But before you go picking up any gear, see what you can get when opportunity presents a scene with good light.