This shot is a true HDR image merged from 5 separate exposures. I use the EV (exposure value) control to change my exposures. I find that these late sunset images work really well when I expose at +2, +1, 0, -1, -2 EV. Doing this gets detail into the shadow areas via the overexposed frames and prevents blowing out the highlights by underexposing the two minus (-) EV frames while the 0 exposure gives good mid-tone information. I took these images straight from Aperture 3 into NIK HDR Efex Pro to tone map the image then returned the tone mapped image to Aperture 3 where I cleaned up the sensor dust spots, boy do I hate dust spots, and gave it some sharpening to wrap it up.
I shot this from the Clark Memorial Bridge with my Nikon D90 set at 200 ISO and f11 using my Nikkor 12-24 mm wide angle lens. Another thing to keep in mind is to always use a tripod and cable release when shooting multiple images for HDR processing.
I was trying to balance the building with the sky to create a balanced image that would give a sense of depth to the scene. I also chose to include a small amount of the bridge railing in the frame to add some foreground interest and added texture to the composition.