HDR in Dubai

I used to do a fair bit of HDR (High Dynamic Range) photography but now I tend to just use an ND grad to balance the sky. This is not so easy when you have lots of sky scrapers dissecting the horizon, plus setting up the filter can be a little bit annoying.

This was taken using my 16-35 lens at 19mm, I focused on the horizon and then set it to manual focus, the camera was in full manual mode at f11 ISO100. The only thing I changed was the shutter speed. I used to just bracket 2 stops either side and join the 3 raw files but now I take up to 9 exposures as I think it gives a far better result.
The speeds for this one was 1/15,1/30,1/60,1/125,1/250,1/500,1/1000 and 1/2000 so a stop difference every time (1 stop is half or double the light) or if you aren't great at judging stops, if your camera works in 1/3 stop increments, each stop is a 3 clicks on either the dial or the wheel.