Often you don't have control over the data source, such as when reporting against a proprietary program that is using SQL Server on the back end. In those cases you would want to do exactly as Mark suggests.
A further habit which can sometimes make things easier:
create a formula called Group1. In it simply put the field name you are grouping on. Then if you do run in to this situation - where you have to swap a formula for the real field to handle NULL, you just have to change the contents of the formula Group1 from {fieldname} to @formulaname.
The big advantage here is that if you have a report where you 've done considerable work - i.e. lots of summaries and other elements added to the Group Footer - you will loose them all if you change the GroupBy from {field} -> @formula. Howver by Grouping on a formula called @Group1 and simply changing its contents, you avoid losing that work.