I was about to give up on HDR photos per my original test, but found out about a program called Photomatix Pro and gave it a shot.  Check out the results:

Not bad, eh!  For comparison, here’s a regular photo of the same shot (what I normally would have produced before the magic of HDR) -

Pretty amazing difference.

Here’s a quick screencast on how to create amazing HDR photographs using Photomatix Pro:

Here’s another video on using Photomatix that gets really specific on Tone Mapping.

Just for my own notes:

• Nikon D60 on A (Aperture) mode
• manually set exposure to +2 / 0 / -2 for 3 consecutive shots
• batch process in Photomatix Pro