Really high impedances won't be able to drive the ADC input without significant error. For instance the Arduino analog inputs want 10k or less input impedance for best performance (both for accuracy and to avoid cross-talk on reading multiple channels - though the double-call-to-analogRead technique will help).
I did experience very bad cross interference on two channels with 10KOhm pots :-(
I successfully minimized the problem (but not solved) by attaching the pots on two pins on two different ports. That helps but does not eliminate the interference.
The double-call-to-analogRead() was no use at all in my case, even with long delays in between (I stopped testing at delay(100); over 100 it would have caused too much delay on my code).
Anyway, back to ldr. You are telling me that using GL5528 (datasheet: http://www.google.it/url?sa=t&rct=j&q=GL5528&source=web&cd=2&ved=0CDIQFjAB&url=http%3A%2F%2Fmdfly.com%2FDownload%2FSensor%2FPD0001.pdf&ei=ku1JT6vKIMGbOur-uPoN&usg=AFQjCNEgEqXlr-LgsF_01YA5AopD5M_oeg&cad=rja
) would be useless, right? I have to search for some LDR that have a 10K impedance in the dark, right?