I like HDR, and for some images I find the results really outstanding.

I have done tone mapping from a single raw file and got good results, but in general, when using a single file I can get better results playing with dynamic light in Capture nx2, by giving additional light to selected areas. I mean better in terms of sharpness, noise (specially in the dark areas) , and less problems with color saturation.

In my experience better results are obtained from multiple exposures, keeping the camera still is absolutely critical for good sharpness. The steps described in the webpage stuckincustoms used to blend multiple image layers is something I have not done , but appear to be essential to remove the ghosts of moving objects between the pictures.
While taking multiple photos it is important to watch the histograms and make sure you have covered a wide range, I have taken multiple images all charged to one extreme of the histogram and obtained crappy results.

As I practice more and more I realize it does take a lot of work to create a quality HDR, having quality photos is the base, but there is a lot work afterwards.

A couple of comments on your photo, the processed image lacks the sharpness of the original, and I would have used less saturation. Also there are a few marks where the crane was on the left.