lightroom and photoshop cs6. in lightroom make your wb changes, but leave everything else alone. select all of the files needed for one hdr image, right click, choose edit in>merge to hdrpro.
the files will open in photoshop's hdrpro tool, use auto align, save it as a tif. the tif will open back up in lightroom (it will be at the end of your imported photos) and you can edit it as you would any other raw file. the only difference you'll see is moving a slider a little bit will have a much bigger impact. so you'll have more latitude with white and highlights than normal. same with shadows. it makes a realistic hdr file without the tonemapped look.
nik doesn't do a bad job, but i like using lightroom because i already know the software and what all of the sliders do.
