No flash but still modified the light.

One of the simplest ways to modify the natural light is to use either a reflector or diffusion panel. In these two examples the image on the left was taken with natural light only which creates a lot of deep shadows and a very contrasty image. The image on the right was under pretty hard mid afternoon sun but I had an assistant hold up a one stop Lastolite Tri Grip diffusion panel and that created a light similar to a large softbox.

As far as bang for your buck goes reflectors and diffusion panels are amazing! For almost 1/4 of the price of a TTL flash you can have a lot of control over the light. The only real drawback is it really helps to have an assistant on hand to hold them so if your shooting solo it gets kind of tricky.