You can immediately see the advantages of the HDR-specific software over Photoshop alone, so this is a great comparison. I like each of the last two for their own reasons, but have to ask how much of the Control Point feature you used in HDR Efex Pro because I suspect you could have matched the detail and saturation of the sunset in the latter. Though I haven't messed with Photomatix, the Control Point technology is what I find to be the biggest differentiator with the Nik software. To be able to control most of the same settings you have for the entire image in a localized, content aware section is extremely powerful.
To Moab Man's point, with it you could have optimized the image globally for either the sky or foreground and then used control points to adjust any over/under effect on the other half of the image. My take is were you to take the latter and bump the contrast and saturation a bit you would be fairly close, and then with a single control point, or perhaps a series of them (do one and clone it where necessary) you could have the depth of color found in the Photomatix image and reduce some of the darkness in the shadowy areas in the center, particularly around the pool just below the sun.
Obviously they both do a great job, and I need to try Photomatix one of these days to see what the fuss is all about because it has many fans. But I love the tweakability that the Control Points give you in all of Nik's software (if you've used Capture NX2 then you know) and it would be hard for me to part with it now that I've used it. I just wish that they'd give you a trial version that did not watermark everything for at least a short period of time (Nik gives 15 days). Sort of a drag.
