I don't usually mess with too many (read that as none) controls found in most of the HDR packages I've tried. As a result, if you start from RAW images you end up with a fairly flat (as in contrast) HDR image. Great range, just muddy as all heck. Pushing an image back over to LR as a 32 bit image creates a big file that has a lot of room to play in.
As an aside, I used to explain (when I was with Intel) bit depth as a comparison to sand. I originally heard it (I paraphrased) in a presentation from Digital Equipment Corporation. If 8 bits (of sand) could fill an average salt shaker, then 16 bits would be all the sand you could put on a conference room table. 32 bits would be all the sand on a large beach and 64 bits would be all the known sand in the solar system. Pretty big jumps, wouldn't you say.) 8 bit color (in RGB) gives 256 color. 16 bit color gives 32,768 colors. 24 bit color (what's known as True Color on a computer monitor) gives 16,777,216 colors. 32 bit color give more than a billion colors. The eye can't distinguish more than a few colors. As an experiment, posterize an image. Start with a four color posterization. Walk it up higher and higher. See if it looks full color at about an eight level posterization. And we're playing with 32 bit color? Seems a little overkill. But I digress.
Back in LR I cropped to the final compostion (slight error to do it so early). Made some global adjustments and then went nuts with the Adjustment Brush. I dropped so many Pins that the image looked like it had either measles or chicken pox. I had to keep pulling the Brush off to make the Pins go away so I could see what was going on. The adjustment Brush is a lot easier than the old days of burning and dodging under an enlarger, but it does exactly the same thing.
When that was through I looked at the HDR sky and said "nope". That where things got tricky. The "original" good looking sky was still full frame and the developed image had already been cropped. Oh well. I selected both images and opened them as Layers in PS (from LR, Photo/Edit In/Open As Layers in PS). Lower the Opacity of the upper Layer and used the Move Tool (V) to walk the upper Layer into reasonable alignment with the lower Layer. I then cropped the full frame image to the already cropped size. I let PS do the work of fine tuning the alignment using Edit/Auto-Align Layers.
The rest was easy. Make a Mask using Calculations (Image/Calculations). Use it to take out the bad (HDR'd) sky. Throw a slight Vignette around the whole thing and send it back over to LR (File Save [not Save As]/File/Close).