How to do proper HDR images

On June 21st I went to sunset beach in Vancouver to take an HDR image of the beautiful evening sky. I've set my camera to shoot series of consecutive five bracketed exposures in order to create an HDR image in photoshop. After playing with tone mapping in Adobe HDR Pro I wasn't happy with the results but I have found this amazing tutorial on YouTube by EverydayHDR. Below is the image I was able to produce.

Solstice in Vancouver