If you're doing multiple shot HDRs, you really need to use a tripod OR have very fast shutter speeds OR have incredibly stable hands. Photomatix can align things, but I find that even using a tripod doesn't always get things perfect.
The best setup would be camera on tripod plus shutter release cable AND mirror lockup; this would eliminate all source of camera shake (although my 10D doesn't do burst mode with mirror lockup enabled, so I get two of three).
EDIT: You've got a lot of dynamic range here (blown highlights in the sky); this one probably calls for at least three exposures, if not five (-4, -2, 0, +2, +4); assuming 6 stops of DR for each exposure (which is probably conservative), this would give you a 14 stop DR (from -7 to +7)