you can check out my threads in flickr about realistic hdr processing
here
and
here
recently i realised that not putting full strength in photomatix will render the scene more natural, although you will not get maximum detail. but it's a good compromise.
sunset is almost always a good time to use hdr, especially if you're doing it in the traditional way, i.e. foreground with background. that said, understanding why you are applying hdr, simply for more than just the look of artificiality that so many people like - i find it ugly.. more importantly it's about getting all the details you want, while retaining a natural look. personally while wildstallion's shots can work for some people - i quite like them but not everyone can look at it without feeling that it is more digital art than anything else. but to each his own style.
an alternative is always gnd for landscapes, but sometimes you are limited by equipment (exposure range difference not corresponding to filter) or it will not work because the land is not divided by a line that is so common in gnd.
some scenes are defintely more suitable for hdr than others - but wherever possible, i prefer leaving hdr out of the equation.. it is artificial looking no matter how you do it, at best you can reduce the amount of artificiality - at least for photomatix.
take for example
this versus
this. the first is not hdr, the second is.