I shoot a
lot of HDR. I used to write long answers to these posts but now I just direct people to
my own tutorials...
HDR is really popular now and I think it's difficult to get your HDR to stand out from the crowd. Personally, I'm not a fan of heavily processed HDR work. For me, the best HDR shots are those where you don't realise it's HDR - it's subtle, realistic and clean.
Oh, and Photomatix is the best software going.