I've done a bit of playing around with HDR as well, the cliche stuff, church interiors, sunsets... Uinsg photomatix pro and manually using layers.
Sometimes you get those lines in photomatix, using the 'enhance detail' mapping option. Doing it manually It's never a problem, as I'm masking up to the edge of the details I want.
Typically I'm just using three raw exposures spread two stops so I'm getting +- 4 stops from the 'auto' exposure. I have done a couple teathered, were I went 10 exposures in raw, 1 stop apart. It looked too surreal for my liking, but was interesting to play with.
Using layers I'll create up to 6 layers from the three raw imagses, and the mask manually the bits I want using Gaussian blurred layer masks, and then tweak with a fine airbrush if I want.
What method are you using?