The usual approach is to meter the building and the sky and wait until the sky is one or two stops darker than the brightest part of the building. Then take pictures every few minutes based on an exposure for the lightest part of the building (and bracket exposures). When the film comes back, choose the most pleasing sky and building exposure combination. Digital makes this easier since you can view the results as you take the pictures.
I was asked to photograph the Helene Center for the Visual Arts at Graceland University and decided to use the jewel-box technique. I began by taking pictures and experimenting with composition while the sky was still too light. Once I had an arrangement I liked between the buidling, the sign, the sidewalk, and the street lights, I took a bracketed set of images every few minutes until the sky was too dark. The exposure balance is good in this image except for the sign which is a bit hot. When I get home to my primary computer (and a more accurate monitor), I can strip in a darker exposure of the sign for a better balanced image.
I’ve written more about jewel box lighting here.
Tech info: Canon 20D, Canon EF 10-22mm lens at 10mm (equivalent to a 16mm field of view with a 35mm film camera). Aperture: f/11. Shutter: 8 seconds.