Nice work! I use the same program
I try and shoot the different exposures whilst there as if your default exposure doesn't have much sky then you can't always pull it back from a single shot (although it does mean you don't ever have camera shake in between shots to align I guess)
I might also shoot myself in the foot as I only tend to shoot 3 exposures for any HDR, might give it a go using more.
Oh, before I forget, here was my processed shot of this scene:
Pretty mid way between the two posted to be honest. Anyone else got one for us to try?