I tried several HDR apps (and the Merge to HDR Pro feature in Photoshop CC) before deciding to buy Photomatix Pro. It produced the best results, offers the most features and was the easiest to use (after some learning time).
I mostly shoot sequences of 3 and 5 images handheld, so auto alignment is a critical feature. Photomatix Pro did as well as Photoshop CC (which is supposedly the best at aligning images), and better than other HDR apps, including one that makes a big deal about its ability to align handheld images. The selective deghosting feature in Photomatix Pro also works very well, better than any automatic deghosting methods that I tried.
I export images from Lightroom using the plugin supplied with Photomatix Pro (if you use ProPhoto RGB in Lightroom, check the dev's website for instructions as to how to preserve this colour profile on export). The raw file conversion in Photomatix Pro is okay, but even the dev admits it is not as good as Lightroom/ACR or other high-end raw converters.
I have used both the Contrast Optimizer and Detail Enhancer tone-mapping methods with good results. My approach is to find a preset that provides a reasonable result and tweak the settings from there. I plan to create a few of my own presets as there aren't that many built-in presets that provide a natural or realistic looking result. I have not yet used any of the Exposure Fusion options (these are not HDR -- they simply merge multiple exposures, which is useful for night photography, for example). Exposure merging is a bonus feature in Photomatix Pro that isn't included in most other HDR apps.
I knocked the app down a half a star because the interface is kinda clunky and fugly (the dev should just copy Lightroom's interface), and because the user manual does not help at all to explain the basic concepts of tone-mapping, fusion merging and deghosting (it simply explains what each slider and adjustment does). Fortunately, I found an outstanding tutorial online at http://hdrphotographer.blogspot.ca/p/hdr-tutorial.html that helped me get the most out of Photomatix Pro.