Forget PS alltogether and photomatix as well. Nik HDR effex pro, is the software to go for. Most people create 3 identical images, from RAW that is, normal, under and over exposed. Not enough really, to get as much info in shadows etc, create 5 exposures of same image, in RAW, normal, 2 over and 2 under.
The art is to get it as natural as possible, no tone-mapping and then work from there.