Well, I think users specifically in this sub-forum are going to recognize something that comes straight out of photomatix and place lesser value on it than image that is more professional and polished. I'm just guessing and not speaking for everyone.
Here's a good way to look at it: Photomatix is your dark room from which you create your negative. It is critical that you understand this is only the first part of the process, just the negative. You then need to use photoshop and other tools to tweak and finalize the image.
Let's examine your new edits. #1:
Here is me new edits
Going for a more realistic photo. I think its better but still can see some halo or maybe its haze/fog/smog
tworocks by
VIPGraphX, on Flickr
#1 you've achieved a natural look. What is great about this photo is that you've
successfully circumvented the limitations of your camera sensor and reproduced the scene as seen in person. That, to me, is the biggest reason HDR is so cool. Since the eye naturally wanders between the two rocks, the sky and the road grab your attention. The clouds appear natural, pleasant and realistic. Coincidentally the road itself even looks a little better with better brightness and contrast.
Now #2, 3, 4
These are more of what I like (right now maybe my likes will evolve and mature in time)
smallmt by
VIPGraphX, on Flickr
smallmt2 by
VIPGraphX, on Flickr
Kinda like this one but not my favorite.

smallmt3 by
VIPGraphX, on Flickr
#1 you are clearly shooting in daylight giving the lighting of the scene. The clouds having a dark, grungy, eerie feel to them just doesn't seem to fit;
#2 I like the contrast and the prominence of the foreground in this image. The lighting on the rock formations is nice. Also notice the color imbalance in the sky. The blues in the far left corner are out of harmony with the rest of the sky.
One thought you may consider is to process your HDR brackets multiple times as you've done here and then layer the images in photoshop. You can then take the best features from each photo by masking.
#3 there's not a lot to say about this one. It just doesn't work, for me.
I also have come to the conclusion that I know what style/method I like at this point in my life in respect to HDR and I can not please everyone nor should I try to. Not trying to knock anybody down at all please understand this. I just feel that if I am editing an image for everyone I will go insane because not everyone likes each style or HDR for that matter.
I think you will find that different scenes lend themselves more naturally to more artistic processing. A lot of beautiful scenes look just fine captured in their natural beauty. There is certainly artistic license on the processing end of HDR, just bear in mind that those of us that do a lot of HDR are going to see some forms of your artistic interpretations as an "easy fix" in photomatix (e.g. highlight smoothing to get rid of grunginess).
I think when you shoot different scenes and different places you will find there is a lot of artistic latitude with HDR, it's just about finding the right balance with what is natural and what enhances the image.
Hope this helps,
cheers.