Are you using Photomatix or Photoshop? I prefer the look of Photomatix (judiciously applied, can get garish quickly) though the consensus is that Photoshop images look more real.
The picture above is a nice balance between the enhanced effect of HDR and a normal image.
It's High Dynamic Range imagery. Basically you take one "normal" photo, and one or more overexposed and one or more under exposed photos, and then blend them. You end up with something more vivid (or ghastly if you go too far).
That's the simplified version, you can also manipulate a single RAW image to do essentially the same.