If you work carefully, you can produce realistic looking images with any of the major packages. I'm always searching for quicker and easier ways to get there though. I've tried LREnfuse, Photomatix, Oloneo Photoengine, HDR Efex Pro, and of course the native Photoshop logic. There are things I like about all of them, but since I try to stay with a simple Lightroom workflow as much as possible, I'd say none of them are perfect. Either they force you to save a set of TIFF files, dump you into Photoshop, or limit you to less than optimum color depth. HDR Efex is pretty good, and very fast. I just don't like that it gets all bound up in TIFFs.
However, all this tinkering is mostly for my own enjoyment. What people actually buy is entirely different from what I favor myself. A few months back, I sold several prints of a rather unworldly looking HDR image I made of a saint in a basilica. It was one of my first HDR efforts, and at the time I made it, I was under the spell of Dan Burkholder. If you're familiar with Dan Burkholder's work, he's sort of the Nigel Tuffnel of the photographic world: He takes everything to "11." And I mean that in a good way. He's a genius at finding ways to exploit imaging tools. I can't praise him enough.
Anyway, that image I sold is very "tomemapped" looking. Very far away from my usual, literal style, and the composition lacks a distinct focal point or balance of visual weight. I don't even like the shot shot much myself, but it's easily the most popular photo I've ever offered for sale.
So I guess that's a long way of saying that I believe I've wasted a good deal of time and money trying to make HDR photos look "normal."