When I do HDR I take the HDR version and overlay a normally processed +/- 0EV image on it, then reduce the opacity to bring our the expanded dynamic range without revealing the "fake" looking parts of the the HDR image. So with your HDR image open in Photoshop, go to File then Place (or Place Embedded) and navigate to the non-HDR version. Once they're stacked, adjust opacity to suit. Sometimes you need to switch the order of the layers to get the best results.
Here's an example of HDR alone and HDR/normal merged.
HDR
HDR/Normal Merge
