I would also recommend a decent recce of the course beforehand.
Some holes you will want to photograph in the morning, some in the afternoon, and it it much better to have this all worked out beforehand.
Being a dinosaur who refuses to contemplate the digital world, I'm not exactly sure how digital "film" reacts, but you will also need a grey graduated filter. This enables you to darken the sky naturally and retain detail in both sky and shadow areas. Or at least it does on film... A one and a half stop grad usually does the job nicely.
It all comes down to personal taste, but don't be afraid of stormy/changeable weather. if you get those mornings and evenings when the sky is full of thunderous clouds, and just for a second a patch of light breaks through, you get an absolutely brilliant effect.
And move closer! One of the first things they usually end up telling you in any photography course is to fill the frame with the subject.