Jens, here's my typical process:
First I set up and light the shot and shoot it with no people.
Then we figure out where we'd want people, place them (light them if necessary) and shoot the additional exposures.
Blurring: Sometimes it's easy to get a great blur, other times it just doesn't seem to work. If you're using strobe, and that's falling on the person you're trying to blur, then you get this staccato blur that I think sucks. Also, if the person is moving in front of a bright window, then the window will blow right through them... and that sucks. So, if I have strobe on them, or a bright window background, I have them remain still and I blur them in post with motion blur. This allows a huge degree of control.
In retouching, I complete all the work (including HDR blending) on the images with no people. I never use an HDR output straight from Photomatix as my final file, because I've never seen an acceptable output from the program. I always composite the HDR output into my base N exposure file and just blend in the blow out areas. This gives me a more realistic looking tonal range and allows for easier compositing of people, still or moving.
So, the short of it is... I keep people out of my HDR input files and just drop them in manually later.
CB