I got to go outside yesterday to practice some more HDR. I didn't realise till afterwards how important it was to get the normal bracket version exposure exactly right.
I found the HDR software tends to try and brighten all the shadows up to be on par with the brightest part of the photo - which creates some very ugly artifacts if the bracketed images all have the shadows in darkness. I'm thinking at the moment it's best to expose for the mid-range - or at least slightly over expose the normal bracket slightly.
I also played around with the curves and levels a bit in Aperture 3.
So far, I think the best subjects are things with lots of detail and not a huge disparity between the highlights and shadows. They seem to be the easiest to get a nice HDR look.
All in all, it's still a bit of a hit and miss.
Below is the normal bracket for comparison and effect: