One of the classes I took at Photoshop World was Mastering HDR in Photoshop by Matt Kloskowski. While pretty much everything in that class was new to me (again, my version of HDR previously was doing a process, and clicking the "ok" button), the one thing that really excited me about it was when he suggested to double process HDR brackets if necessary.
What's double processing? Doing it twice! Once to make, say, the buildings look good, then reprocess it to make the sky look good. So now you have two HDR images, each with different parts that look decent. Put both into their own layers in Photoshop, then use a layer mask to "paint out" the bad sky in the top layer, revealing the good sky underneath.
I saw Matt do this during his class, and the lightbulb came on. I hadn't had a chance to try this, however, until now. I'm really glad I knew this technique, since I most likely would've just called this photo a wash, and moved on to something else.
After doing an initial HDR process, and throwing in some PhotoTools filters, and a little bit extra in Lightroom, this is what I was left with:
Not horrible, but upon closer look, the sky around the roof of the building on the right looks weird, and it also looks weird around the top of the sign, and white underneath the sign. I definitely wasn't happy with this. Then I remembered what I learned in Matt's class, and figured I'd at least try it. While I don't have the sky reprocess, this is what I was left with after combining them and doing the layer mask:
For my skills, I'm actually pretty impressed with being able to pull this off. I didn't really have any doubts that it would work, but I wasn't sure if it were something that I could do. It honestly is much easier than it seems since you only have to focus on one part of the photo during each process. For this I decided to go with the more photorealistic look instead of the surreal, and I'm pleased with how it turned out.
I'm sold on the double processing.