It's fine to shoot with the exposure on Auto, but there are times when that results in subject brightness that is different from what you would like it to be. At times like that, try using exposure compensation to bring the shot a bit closer to what you had in mind. If you go all out with around 1 stop of compensation, you'll be able to see the effect it has. The fact that you can check the image immediately on the LCD viewfinder on the back of the camera is one of the advantages you get with a digital camera.

I shoot nightscapes at low ISOs whenever possible, so to prevent camera shake I use a tripod and a cable switch. Still, in situations like when it is dark, the subject is moving, or I want to hand-hold the shot, I will increase the ISO speed to bring the shutter speed closer to what I want it to be. Of course, you can also get more brightness by opening up the aperture as well.