I've played around with HDR off and on over the years, primarily using Photoshop's Merge to HDR feature. But in general, I was never very happy with the result, until recently. This short series gives you a sense of how I've progressed - and improved - on creating HDR images.
I learned one important workflow step in this process. And I admit this could just be my own current ignorance: because I was planning to come back to Lightroom, I should have NOT done ANY processing in ACR at all. I should simply have just clicked OK and let ACR boot me back to Photoshop and saved the file. Why? Because any edits I made in ACR (and I made several, including linear gradient edits for exposure) got burned permanently into the pixels of the image.
Let me explain. Once you've made your edits it ACR and come back to Photoshop, you have to (at some point) actually save the file. Saving the file (even it you've chosen to open the image as a Smart Object from ACR) means that what Lightroom sees is essentially a finished product. There is no "smart object" awareness from Lightroom, so none of my ACR edits are still available for editing. The linear gradients are gone, all my exposure information is reset to 0. It's like I'm starting with a fresh image. I can continue to edit the image in Lightroom (and I did just that) but the ACR work is now permanent.
This isn't a big deal if you realize the impact up front, or if you just plan to use Photoshop and ACR as the editing workflow. I didn't.
Regardless, I still ended up with a far better image than all my previous attempts. The processing I did in ACR got me close to what I wanted, and then further, more localized adjustments in Lightroom really made things sing.