Should you expose differently for Raw?

Dynamic range

Typically you can expect to recover up to 1EV extra highlight detail from a Raw file but up to 3-4EV from underexposed areas. Keep this in mind when shooting high-contrast scenes and expose for the highlights. This is what Nikon cameras do with the Active D-lighting mode.

Your histogram will lie!

The histogram on the back of the camera isn’t showing your Raw, but a JPEG preview created by the camera. It only shows you what a JPEG would look like, not the Raw itself. The file will often contain more highlight and shadow detail than the histogram suggests.

Expose to the right?

This means increasing the exposure to push the histogram as far to the right as you dare without clipping the highlights. The quality is said to be better in theory, but it’s very risky and means extra processing work later.