The little flashgun under the bonnet of your DSLR is convenient but powerful it isn't. Their range is limited to a few metres from the subject and more importantly, because the flash is fixed in position their creative potential is limited too. That is precisely why it is worth buying a separate flashgun.
There are plenty of models available, from the camera brands as well as independent suppliers. As everything in life, the more you spend the more you get in terms of features, bells and whistles. Spend more and you get more power, more sophistication, a zoom and bounce head, and much more.
Most camera flashguns are designed to fit on the hot-shoe as here are the contacts that enable communication between the camera and the flashgun. Fit a flashgun onto the hot-shoe and the correct shutter speed for flash synchronisation is automatically set, then you get features like through-the-lens flash metering for greater accuracy.
Of course, there is no problem using the flash unit on the hot-shoe, but buy the appropriate cord and you can get the flashgun off the camera for better lighting effects but without losing any automation. More advanced camera/flashgun combinations enable wireless TTL flash control and the like and if your systems offers this it is worth trying. Generally, though, this type of wireless system works on infrared technology and this is not very effective outdoors in bright light.
A bracket or a lighting stand can be used to hold the flashgun in position or you could put your camera on a tripod
and hold the flash gun in position yourself. Multi-Mounts such as the Multi-Mount 6 from Vanguard
give you the opportunity to mount camera accessories such as a flash units to a single tripod quickly and easily.
Finally, also consider a flash diffuser. Light direct from the flash can be rather on the harsh side, so diffusing it will produce more flattering results. There is a massive selection of reflectors on offer, just make sure you buy the right fit to suit your flashgun.
If you don't have room for it in your camera bag for a flash gun, you can buy flash bags such as the ICS Flash
Once you have the kit sorted, just have a play on a shoot that is not important. There are so many camera/flashgun combinations that it is difficult to give specific advice, but the auto modes is a good place to start.
If you have TTL flash metering, try that mode first because that means the exposure is handled for you and you can use flash exposure compensation to modify the results you are getting. Similar in that exposure is automatic, but not quite the same is auto aperture flash photography. With this, you set the flashgun to give an output to match a specific lens aperture that you have set on the lens. Again, the results can be fine-tuned by adjusting the output or lens aperture. In auto aperture mode, just make sure you are using a shutter speed that is not faster than the correct flash sync speed.
A popular outdoor flash technique is lighting the subject against a dark sky. Do this by setting an aperture to match the flash output, and a shutter speed to underexpose the sky background. This is not always possible technically because in bright conditions you may not be able to set a fast enough shutter speed to underexpose the sky while getting correct flash synchronisation too. Some camera/flashgun combinations give correct flash sync at every shutter speed but this is usually with top models.
It is easier in less than perfect light and that is when the sky looks best anyway. Let's say that your camera synchronises at 1/125sec and the daylight metered exposure is 1/60sec at f/11. What you need to do is set the flashgun to give enough light for f/11 and then set the shutter speed to 1/125sec so that sky is underexposed by one stop. Just check exposure and adjust the flash output if necessary. Some flashguns can give too much light and bleach out the subject so turn down the output if that is the case.
Flash in daylight is a fun technique and with some practice with your kit, the results can be brilliant.