Of course, one can take three or more bracketted pictures and process a HDR picture home with softwares, for example, Photmatix or Photoshop, to produce a picture of your liking. Here is the example of a post-processed HDR picture in the bottom and in-camera HDR picture on top. I adjusted the cloudy sky in the bottom picture a little bit more that don't look "natural" (This is my wife's reaction).
P.S. I don't have Photoshop software in my computer. I use an app "Pro HDR" in iPad to process the HDR pictures. It is free and there are tutorials in YouTube for this software. Check it out!