Two words: Bare Bulbs! If there are bare-bulb fixtures in the room, I will shoot from 1/250 or so to get my lamp highlights, up to 8-15 sec to get shadow detail. As great as HDR is, I don't believe the hype of "filament to shadow." Maybe using other HDR methods, but as you've pointed out, they can look pretty gnarly. At most I hope to retain a little detail of the glass scones or shades and pleasant shadow detail. As for too many exposures: Better to have them and not need them, then need them and not have them!