So, here's the result when I take 5 photos at different exposure levels and combine them together.
You'll notice that everything is properly exposed. The sky and the foreground. Another cool thing with HDR is you can really push some other settings to give it a surreal kind of look, or you can chose to give it a more natural look...all a matter of preference and what you're trying to accomplish.
Here's a few more I've done recently.
|Taken with a fisheye lens, which gives it the linear distortion you see|
|Another fisheye shot|