I combine exposures a lot. Usually there is only a stop to two stop difference though. Anymore than that I feel like it gets unnatural looking. HDR works too but that is belabored with a certain look that you may not want. I have also found that you can rescue a lot of shadows in digital before you lose the integrity of the image. I would definitely err on the safe side though and just combine exposures with no more than two stop difference. Because you will have to mess a lot with the making smooth gradients through brush opacity (or fading) and midtone contrast. I agree that getting it in camera is easiest, but there is more flexibility to get what you want when combining exposures.