I'm afraid I won't be able to tell you why you are not happy with the images since you're the only one that knows what you are looking for. But if you are looking for some advice, explain your process (Photomatix/PS merge to HRD) and what results you are looking to have.
To me, your images are pretty heavy handed in the tone mapping adjustments. Back off the strength settings and see if that is what you want. It is my belief that there is not really a right or wrong when tone mapping...just what you or your audience likes.
As the above poster mentioned, the tone mapping is too strong for my taste. Local contrast is far too high, which leads to "halos," especially between the buildings and the sky. Overall contrast appears to be too low as well, which makes the images look flat (especially the 3rd picture, which is almost entirely grey).
I think if you just reapply the tone mapping with a less aggressive setting, you'll end up with more realistic pictures that still retain plenty of detail in the bright and dark areas.
