I don't do hdr much, just when the scene needs a more dynamic range. I took this photo at a resort we stayed at this last July. It was during sunrise and I wanted to capture the beautiful sky but keep the pool area exposed too. It's better seen larger than this thumbnail.
The key is to make sure you take enough over and unders based on the available light. I generally take 5-7 based on what im shooting. The best way to process an HDR photo is to practice and not use the GRUNGE preset that comes in Photomatix. It really comes down to how much you like the image, but less is more when it comes to HDR.