I find shooting at night to be slightly different.
If I'm shooting a nightscape then I'll generally use full Manual and shoot in RAW (maybe RAW plus JPG). I use the same technique for long exposures by day. I use the following setup:
Camera on tripod
Compose shot
Dial in required aperture
Camera on timer or using remote shutter release
Camera in full Manual
Auto ISO off - set to lowest possible ISO manually
Liveview zoomed in to focus
Once focus achieved, then switch off autofocus on camera body or lens
Liveview off
Lastly, but perhaps most importantly with long exposures, cover the viewfinder (my D700 has a built in cover) - this is not so important by night, but you want to avoid light leakage
Now generally you use your histogram to help with adjusting your setting to 'expose to the right'. This is a useful thing to do at night also, but you have to bear in mind that you will always have point light sources which will blow out. If your camera is set up using matrix (or evaluative in Canonland?) metering you will have an OK looking scene but your point lightsources and their surrounding areas will be very blown out. You could use AV and dial in some -ive exposure compensation, or you could just dial that in with your inbuilt meter in Manual mode. Different scenes will require different quantities of under exposure, so I tend to use Manual at night and adjust to suit.
Obviously at night you'll have a lot of clipped shadows as well, and a lot of very dark shadows. Simply dialling in -ive EV will make your shadows darker still. Another reason for Manual Mode for me is to quickly bracket my shots so I can then blend them later using Exposure Fusion (a more 'realistic' version of HDR). This is preferred by me to recovering the shadows in Photoshop or Lightroom as that can induce noise. I'll end up with a much cleaner image, an one which represents more of what the eye sees when you are taking the image. An added bonus is the extra micro contrast that this process brings.
Long exposures by day - manual is definitely the way to go. If I'm using a 10 stop ND filter or stacked 3 stop and 10 stop I'll end up with a exposure running into minutes. It that case I'll be in bulb mode, with a remote timer set up and using the setup I mentioned above.
Below are a couple of examples - firstly with 24-70mm f2.8 lens on a D90 - single exposure at night (quite humid so a little humidity haze). In this case I used ISO800 (which was just about the limit for my on the D90) and 0.4 second shutter speed to capture the laser out of the top of the Burj Al Arab which moves around the sky on the hour. The exposure was the best I could manage to balance the scene, and in full manual mode it was quick and easy to move from f8 and ISO 100 to f2.8 and ISO 800 as soon as the laser appeared. Note the blown highlights around the building and palm trees.

Next up, one of my first images with the D700. Same lens (24-70 f2.8 ), but bigger full frame sensor. f11, ISO 200 and 5 images blended using Exposure Fusion in Photomatix Pro. No sharpening has been applied to this image. In full manual it was quick and easy to bracket. In AV it would have been more fiddly. Needless to say I was quite happy with the results, moving to the D700! I find that shooting in RAW is a necessity - with multiple light sources and different colour temperatures, in RAW you have the ability to fine tune your white balance to suit.
