HDR...an interesting process to add dynamic range to scenes which had too much dynamic range for digital imaging technology. Most impressive on cathedral interiors and the like where interior and exterior elements are important aspects of the composition.
When used on 'just another image' it adds a high degree of local contrast in dark areas and substantial decrease in contrast in light areas. Further, automated scrips remove a large degree of control, and consequently, a large degree restraint. I think a lot of people overlook the parts of an image which are degraded by HDR to focus on parts that seem 'improved' by the technique. I don't really believe that is an appropriate perspective as all parts of a composition add (or detract) from the image.
In the image above the HDR added great contrast which highlighted the natural texture of the building as well as made the colors jump off the screen. However, the very large radius of the effect causes the entire top third of the building to lose a significant amount of contrast, texture and color. Finally, the clouds practically disapear, which is a shame since the billowy soft clouds are a necessary background upon which the gritty, aged building is placed.
My recommendation would not be to eliminate the HDR effect, necessarily. I would look for an HDR action which allowed me to mask the effect so as to avoid the decrease in contrast on the top of the building and clouds. If no such HDR action is available then other techniques are available to add local contrast (google 'manuel librodo') along with the ability to mask giving you ultimate control over how your image is effected.
When I first started in PS I used to love making actions and cranking images to see how they came out the other end. What I realized is that while I generated a number of images that felt familiar and high quality, I was utterly failing to bring to the surface what made each individual image unique and special in its own way.
Anyway, I hope everyone reads this as constructive criticism; its certainly not meant exclusively for you, LEXi73.
Good luck!