Sometimes, all you need is a few extra stops in one end of the exposure to create the image you would like, with the room to make the edits you like. The two basic routes are exposure fusion and HDR merge, with programs like ZeroNoise being a hybrid of the two. More recently, this hybrid method has been implemented such that one may output a "noise free" DNG, making this data amenable to a raw workflow (see LumariverHDR, for example). I know that Guillermo's approach included plans to write the output from ZeroNoise to DNG - LumariverHDR picks up where Guilllermo's approach left off. In cases where you only need a few extra stops of good data, you can get away with 2 or 3 images at +/- 2EV for this hybrid method.
Another approach that is really interesting but requires a little more of a convoluted workflow and understanding of the limits of the output (and a Canon camera) is the Magic Lantern DualISO module for supported Canon cameras. The supported Canon sensors have a design that the ML folks have exploited to read, simultaneously to a single raw file, alternating stripes (every 2 sensor lines) of the sensor at two different ISOs. This permits one to expose for one end of the scene and then use the DualISO module to acquire the other end of the scene simultaneously. For example, you can expose for the highlights in a scene (even ETTR exposure) at ISO 200 and set up the DualISO module to also acquire half of the sensor at ISO 1600. This results in better exposure of the shadows, with less noise. The single resulting raw file is then processed with a small application (cr2hdr) that combines the striped data into a single DNG. The method has its downsides (resolution, moiré can result) but is a very effective way to expand the useable dynamic range of your sensor AND capture moving subjects that, typically, produce alignment and ghosting issues in traditional HDR techniques.
kirk