Sometimes HDR is just inevitable. One of such examples is above. Without HDR I could either expose for foreground or background. But it was impossible to have both properly exposed. I did the first and it resulted in sky and parts of water surface being completely blown out. Even gradual density filter which I tried didn't produce effect I wanted. HDR helped a lot. Before is a 0 EV photo and after tone-mapped one which was fine-tuned in Photoshop CS.
Camera: Canon 50D
Lens: Canon 10-22 f/3.5-f/4.5 USM
Focal length: 10 mm
Exposure time: 13 s ("middle" exposure)
Number of exposures: 5
E.V. Step: 1.5 E.V.
Flash used: no
Tripod used: yes
Filters used: ND8 neutral density filter.
Software: Magic Lantern 2.3, Photomatix Pro 4.2.5, Lightroom 4.2, Photoshop CS5