Would I like an extra 2 stops of DR in my camera, in every shot? Hell yes.
Do I sometimes shoot HDR with tripod and 3-7 Images? Hell Yes.
Do I sometimes cheat and use HDR processing on a singe RAW image? Yes, but don't tell anyone.
The fact that one can retrieve that much detail from the shadows while retaining highlight detail is a testament to the data that is already in the file. I use HDR a fair bit but lately I have found that reverting to my old darkroom days of dodging and burning coupled with aggressive treatment in LR allows me to get results that are very pleasing without the need for HDR.
In many cases I find that an HDR image yields only slight advantage for the hassle.
Probably the best but most tedious method is preprocessing several files and then layering in PS.
That is just my experience.