First never thow away the px you use to stack in Photomatix. I've been shooting HDR using Photomatix pro for about 4 years and here are some suggestions.
1. The secret in a good HDR is in the tone mapping. You will notice that photomatix has 4 different options under tone mapping. Enhanced and Compressed are the main tone mapping styles most people use. Remember to use the defaults to start with and play with the sliders till you get to understand their effect.
Enhanced is what you used since its very aggressive and give you a grung look, hallows around trees and at the horizon but gives you nice dramatic clouds. This is the mapping most people object to. You can go to the smoothing slider and remove most of the hallows but you will always end up with a slightly grayish image.
Compressed gives you a very realistic, but saturated color without hallows. I use Deep instead of default with some adjustment.
Next is Adjust. This isn't a true HDR toning but gives you a very true result. I like it a lot.
Last is Average and I hardly ever us this.
I have the Pro version because it allows you to batch process. My work flow is to place all my HDR shots in folders whose titles are three, five, etc This allows me to separate out the stacks where I used three, five etc shots. Since I have already created my tone mapping custom settings I run the settings on the entire batch. Lets say 300 images that are in folder three. I tell Photomatix to create three output Tiffs, compressed, enhanced, and adjust. Make sure you check the box to elliminate the 32 bit HDR file that is also created. I leave the deghosting on. For that many shots I go have dinner....it will take 30-45 minutes with a reasonably fast computer.
Now that you have three Tiffs for each image you can sellect which you like best and through the other two away. Do remember that toning is NOT the last step. You should still do post processing. I sometimes use blending modes to blend the Compressed and Enhanced images with variable opacity to get the best of both toning methods in one output image.
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Ken Eis
http://keneis.zenfolio.com