I always come back to doing the job by hand, masking in and out the parts of each frame I'm looking for. Generally, a gradient fill a big brush does the job. Anything else starts to look unnatural.
Here's a first draft of the eclipse from last week. The sky and especially the Sun still need a bit of work, and I still need to do a bit with local contrast in the foreground and the massive cliff on the left. But I don't think it looks too much like an HDR image, even though it includes detail in both the deep shadow of the Grand Canyon and the ring of the eclipsed Sun.
I very much doubt that any sort of automated HDR software would be able to do the job.