Compared to most other HDR galeries, yours look much more natural - just about the best I've seen.
I've just started HDR too. If I have one criticism of your photos, it is that some of the shadows lose detail. I haven't got Photomatix, so I can't compare techniques directly but in PS there is a Local Adaptation routine. My first attempts also lost detail in the shadows but I got over it by adjusting the Local Adaptation curve: first I set the bottom end to the start of the dark pixels, then I put in a corner about 1/4 - 1/3 of the way up, then pulled the bottom point way to the left. The final step was to push the left hand side of the curve upwards.
If you are interested, examples HDR 2a and 2b in my HDR experiments gallery illustrate this point, although you will see that at that stage I still had plenty of other problems to solve.