What I've learned over the years with digital cameras -- you can't trust the preview image. The histogram tells much more of the story (if not the whole truth). My photographs have become much better (in a technical sense) after I learned to expose almost to the point of blowing highlights, making sure there is little blank space at the right (where the highlights are displayed) of the histogram as possible (hence the term Expose To The Right). As someone downthread stated, this improves the signal-to-noise ratio of the captured data. There's an unwritten assumption that the camera's built-in auto-exposure capability isn't sophisticated enough to expose the scene properly, and the photographer has to take control. This is often the case.

And speaking of SNR, there are a few tricks astro-photographers have been using for years that occasionally find their way into mainstream photography. One is image stacking, where you combine multiple photographs of the same scene (useful for landscapes if a little blur isn't a problem for you) into a single image. This pushes the shot noise (the random distribution of noise) down even further. I've gotten clean images out of cheap cameras, and even from cheap cell phone cameras (given enough images).

The other technique is dark frame subtraction, where you take an photo with the lens covered at the same ISO/shutter/aperture as the rest of the set. Digital sensors have readout noise and heat noise which tends to be very predicable. Subtracting this noise gives you a cleaner shot as well.

On a side note, I do wish when talking about ETTR and even digital photography in general that the term "overexpose" wasn't used when explaining the technique of overriding the cameras default metering with exposure compensation. Overexposure would be blowing the highlights, or at least the highlights of details that the photographer considers important (e.g. blowing the highlights of street lights is usually okay). The "over" portion makes it sound like the photographer is doing too much of something, when in reality ETTR is a technique of giving enough exposure, but not too much.