In the spirit of full disclosure, I very rarely do HDR, but I do know from past attempts that my normal processing techniques to do not lend well to multi-exposure processing.
What I suggest is performing minimal processing on your bracketed shots in Camera RAW/Lightroom, and by minimal I mean:
correct white balance
linear contrast curve
noise reduction to taste
fix chromatic aberrations
and that's about it. Then run your "cleaned up" and tonemap-ready images through your HDR software and go to town. Once you've finished the HDR export, bring the photo back into Photoshop or Lightroom and play with all the other settings you want, sharpening being the last action you perform. This should
get you to be as artifact-free as possible... but keep in mind that there will always be some kind of fuzziness going on if there's any movement in your frames.
Let me know if that helps... good luck
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