I've played around with using Photoshop to darken and then increase the contrast in the sky, and to "punch up" the high tones in the foreground by using layers and different blending modes for background versus foreground or highlights versus shadows. A trick I sometimes use is to multiply the sky layer with itself to create more drama - that can result in the "sky darker than foreground" situation. You usually have to turn the opacity of the sky layer way down so it looks "natural".
I've also done multiple exposures of the same scene in the field to extend the range in a tough exposure situation. Or just use multiple "exposures" from the camera raw file for combining. Didn't know I was doing HDR! I was just thinking of the equivalent of an ND grad type filter but achieving same through multiple exposures and then blending doing the graduated overlays in Photoshop.
I'll have to check out that Photomatix software - looks like something I might could use. I do a LOT of landscape photography. Thanks for sharing!
Audrey