Russ is right, you don't need to do it in camera, you can do it in post. Sometimes that can get a little tricky, it can take a fair amount of tweaking and relies on your memory.
There are several ways to do it in camera to eliminate the guesswork: shoot a custom white balance, use an Expodisk, get a color meter. All of those require extra preparation time, and cost money (color meters are in the $1,000 range).
One approach that I have found to be effective and low cost is a WhiBal card (http://michaeltapesdesign.com/whibal.html). You still do the adjustment in post, but the target gives you an accurate reference point, it doesn't require an extra shot and cost is low.