Experimenting with HDR

I have never really played around with HDR in my images preferring to go for a more natural looking.  However, I thought I would give it a try to see what my image from the previous exercise would like in HDR.

This first image was converted to HDR using the Photorealistic preset.  I don't think it looks too realistic myself, the blues in the sky are somewhat unnatural.

Using the More saturated setting in the Presets this looks very unrealistic.  

I'm not quite sure where I stand with the surreal effects of an HDR image. Perhaps it works better for some images that others. Perhaps it's something I should experiment with some more.