Night landscapes and HDR
Taking separate exposures would give you much dynamic range and less noise. Of course however, this will also result in more time. Usually I'm lazy and just take one RAW image and get the -2, 0, +2 EV exposures out of it as you do. When I do have the time, I change exposure time rather than aperture as changing aperture means a different DoF and the flare coming out from lights also appear different.
@PatE: Strangely, while Photomatix takes RAWs, it doesn't seem to be able to extract the full range of data from them. If I put a RAW directly into Photomatix, I might find that the bright bits get clipped (as they would be in a JPEG). However, if I go into ACR beforehand and export -2, 0, +2 EV JPEGs beforehand, it'll tone map them without clipping the image.
Anyway, I like your HDR, leorolim. The colours in it remind me of one of my shots actually:
|High Altitude Rocky Mountain Railroad by cjf2|
from On the Rails...
|Evening at the lake. by Murat ÜNSAL|