tone mapping settings very straightforward, strength anywhere from 20-60, no more than that, else the scene starts looking very artificial and light tends to fly around the place.
saturation anywhere from 40-60, depending.
luminosity will always be tuned to -1 eventually, and for white point and black point, judge by eye.
after that, tweak in photoshop - standard workflow for all photographs:
1) distortion correction if any, liquify if any --> crop
2) shadow/highlight adjustment
3) curves adjustment
4) color balance adjustment
5) layers (to darken sky further if needed using multiply, and adjust opacity; also to apply more gradient if needed, using gradient tool + overlay and adjust opacity)
6) exposure adjustment (usually + exposure, lower gamma)
7) unsharp mask
if i am not feeling so lazy, i rather do manual blending, i.e. stack the photos myself, and erase to reveal relevant layers in photoshop. this takes significantly much more time than photomatix + massaging though.
I think natural or not, that's up to the taste of the photographer himself/herself. I prefer natural too but sometimes find myself inadvertently going a bit surreal when I do HDR before I even realize it.