HDR Efex Pro + Topaz Adjust/Spicify.
Sure, you should always shoot RAW files - because you can pull out a lot of data from a single RAW file. But when making HDR images, try converting your sets of RAW files to JPEG files before your start processing. I use Image Processor in Photoshop to convert my images. Works amazingly fast.
Working with JPEGs saves you a lot of professing/waiting time. Plus, if you captured the entire dynamic range of the scene in your set of images, you will not lose any details your HDR image – as illustrated by these before-and-after images from Angkor Wat, Cambodia (taken yesterday).
I processed my sets of JPEG files with Nik Software's new HDR Efex Pro. After that, I spiced up the images with the Spicify Filter in Topaz Adjust – which is totally amazing. Info on Topaz here. (Save a bundle by ordering a Topaz Bundle.)
Original average single exposure.
Camera info: Canon 5D Mark II, Canon 17-40mm lens.