Currently, I'm using the latest version of Photomatix. I like the software, but it seems to have more trouble with ghosting, especially in clouds.
I used the trial version of HDR Expose, which I loved. It seems to have a lot more control built in, and when I made HDRs from the same images the gave me trouble in Photomatix, it handled the ghosting much better.
The only reason I haven't bought it yet is because I'm waiting for Nik's new HDR program, which should be out this week. I've heard great things about that one as well, but want to try it before I buy it.
Both HDR Expose and Nik's are around $150, so I can't get both.