HDR is always one of those things that i still now have trouble getting my head around, more so in the sense of 'how' to get the final image looking enhanced but not over the top
There are so many different ways to get a HDR image to look how you want
the method i use is with layers I fin its easier to control the final result. Instead off mashing the 3 exposures together i use 3 different layers mask out the parts i dont want to show and then tweak levels / curves / shadow / highlights etc (only slightly so it retains the realistic look)
then merge the layers and tweak abit more, maybe play a bit with the doge and burn where its needed and then the sharpness etc
Ive seen some epic images people have down using photomatix and othe software
just my 2p on the subject