Photomatix. I learned this trick in Pete Carr's book called HDR Photography Photo Workshop. Basically what I did was open the raw file in Adobe Camera Raw (ACR), save it as a tiff, open it again in ACR, adjust the exposure to -2, save as another tiff and do it once more with an exposure of +2. After that, I tonemapped the three tiffs I just created as an HDR in Photomatix and tweaked in Photoshop.
It's pretty easy to do, but one thing I want to make clear is that when you know you want to make an HDR photo and have the circumstances that allow you to, take at least three bracketed shots, preferably 5. You can make an HDR from one, but it introduces more noise and just does not work as well. However, I think you can get better looking photos by making an HDR from a single shot than you can by just taking one non-hdr shot and not doing anything else with it, if you are an amateur like me. ;-)
This particular shot is the caboose of the Verde Canyon Railroad train located in Clarkdale, Arizona. It takes you on a nice scenic ride though the desert canyons and mountains in Northern Arizona where you can see amazing landscapes and wildlife. It was a winning entry in a contest they had on flickr and one of my first tries at an HDR from a single raw. Oh and BTW, my Lanterns shot was also a winner.
Please visit my Flickr stream when you have a chance.