What mode did you use to convert the HDR images to regular ones in PS? Typically you need to use the local adaptive (or something similar) mode to get the regular HDR effects.
Here are a few tips for taking HDR shots:
a. Make sure that you use a tripod or high enough shutter speeds when taking the photos.
b. Shoot in RAW mode, if you can not then set contrast and sharpening to minimum
c. use same wb for all the shots
d. use same aperture for all the shots - use either bracketing or use manual exposure mode + change in shutter speed
e. switch off is/vr on the camera/lens - i have noticed that using vr causes big problems with photoshop when doing merge to hdr
f. Try and avoid trees in the exposure - ithe leaves move and it can confuse photoshop at times or end up with strange artifacts..
In photoshop you can either use the hdr feature or you can create a set of aligned layers and then blend them together.. the two methods give you different results, try both and see which works better for each photo.
Finally I find that most HDR shots on the net look unreal and overprocessed.. A well done HDR does not let you see that it is a HDR.. Shots of mountains, landscapes, buildings, etc are well suited for HDR processing.
-- no1lives4ever