This setup is for creating HDR images from multiple images. Start by importing and categorizing in Lightroom, create the HDR TIFF in Photomatrix, then post process the image in Photoshop.
Lightroom Tasks
Import RAW Images
Use Lightroom to import the images. Once imported, select all HDR related images and apply the "purple" color (used to denote HDR related images. Add the keyword HDR to all purple images to allow for searching in other ways.
 | Quickly adding a keyword to multiple images Filter all images by the color purple, then select all images and add the HDR keyword. |
After applying the color rating, select all of the images for each sequence and select Photo->Stacking->Group Into Stack
Next, select all images, right click, select Export->Photomatrix Pro
For the options, normally I select the following, and adjust the file name to match the first image of the sequence (alignment normally not selected unless ghosting appears): 
Photomatrix
Best option is to use Trey Ratcliff's tutorial for basic options (Photomatrix page). Right now I'm focusing on the Details Enhancer main options, Smoothing (without Light mode), and adjusting the White and Black points to expand the histogram util it just starts clipping. Once you get a decent image, select the "Save and Re-import" which will save the TIFF file back into Lightroom. 
Photoshop
Import images (new TIF plus images with exposure that will help balance or increase the photo) as layers
Use mask and brush with 30% opacity to pull up the info from the underlying image, merge down, until a single image reamins (flatten image).
Apply noise reduction (Noise Ninja use profile image, set USM to 0)
Touch up dusty bunnies or other camera/lens flaws