Notice the shadow detail in this picture of Stonehenge in England. Given that I was shooting into the sun, it's amazing. Actually, this is exactly what I saw with my eyes. It is the digital sensor that would have added tremendous contrast such that with a single exposure, the shadows would be very dark or even black with this composition.
HDR is not a special effect. It brings the range of contrast back from the brink of being extreme to what we normally see. We are so used to seeing exaggerated contrast in pictures that when we see a shot like this, it looks almost unreal. Quite the contrary.