Use a tripod. Shoot at twilight rather than in full darkness - contrast is much less and you will capture the lights in the context of the location. Bracket your exposures widely. If shooting film, try a roll of tungsten balance. If shooting digitally, try some on Incandescent white balance or do a manual white balance. Check results by viewing right after shooting, and fine tune to what you want with the camera's controls.

If you have advanced skills, use the bracketed exposures as a basis for HDR (high dynamic range) imaging. Shoot RAW, but still bracket. RAW facilitates much greater fine tuning after the fact.

Thanks for the info Larry, I'll give your tips a try.