How many exposures did you take and over what range?
The original pic seems to show that quite some time elapsed between shots based on the difference in cloud structure and position, that could make it quite difficult.
I use exposure bracketing in continuous shooting mode, I set my exposure comp first to +2 then set up the bracketing 2 stop increments which gives me 3 shots @ 0, +2 and +4, then I quickly change the exposure comp to -2 and fire 3 more as quick as I can. I end up with -4, -2, 0, 0, +2 and +4.
Thats if the scene requires that much of a range, typically I leave the exp comp at 0 (or predifined best exposure) and auto bracket 3 shots.
The HDR version has the sky almost blown middle right and there is a funky white band just above the horizon, doesnt appear to be haloing at this res though.
I try to get my toning (from the RAW files) to look as close as possible to the original scene and add some finishing adjustments in photoshop.
One other thing on your original saturation question, the boat and sky dont look to bad, but I think the pebbles on the beach may be throwing you off, consider adding a saturation layer mask, adjust to tone (a little more than required) down the pebbles, invert and paint the pebbles back in at the new saturation level, then play with that layers opacity to find the right balance, just an idea.....