Trevor - I have not used HDR software in years, simply because it makes creative decisions for me and inevitably, I find I don't like the choices built into the software. I have tried the Enfuse exposure blending software solution that Dan mentions, but likewise, don't like the results due to lack of control.
In those instances that I find I need more than one exposure to pull off an image, I find myself manually blending multiple images in Photoshop using layer masks. I find that it gives me the control I want, as I get to pick the parts of the image that I want to blend and it does not give me the funky remapped colours that are so common with the HDR software. The downside is that one has to be a competent Photoshop user (or any other software that supports layers and layer masks) and must be willing to put the time into the image (it is not nearly as fast as either HDRI or exposure fusion).
I got into a discussion of my technique with some Indian advanced photographers while I was with them in the Himalayas earlier this year. One of them asked me to write a short article on my approach for an Indian photography website. The main reason I point you there is that I show the results of using all three techniques on the same image in the article.
http://www.lightchasers.in/managing-...-range-scenes/