Typical workflow for HDR goes as follows:
Import into Lightroom
Correct WB if necessary
Export to Photomatix
Export Tonemapped TIFF to CS4 along with 0 EV RAW as Layers
Noise Reduction
Topaz
Mix 0 EV RAW as needed
Color Efex
Silver Efex if applicable
Levels
Sharpen
Save as TIFF