Sunset, a photo by stst31415 on Flickr.

I love the subtle tones of orange of sunsets and HDR definitely gives me the option to pack them into a picture. I used 9 brackets in this one and added some glamour glow effect to emphasize the warmth.
Sometimes it is a good idea not to overdo the HDR effect and sqeeze the whole available light into one picture. There is a point where you put more light into the picture, than you could have possibly seen. If the effect is subtle it is OK, if it is not the outcome won’t be pleasant.