Excelent tutorial! Way better than my usual aproach. Curious about the third part though, that's where where I get most of the problems.
Up until now, I did 3 jpeg exposures and used the exposure fusion feature in PTgui. I load all 21+ images and it automatically does the hdr panorama Of course I can tweak some parameteres although not as many as Photomatix has.
So I went shooting and decided to follow your aproach using RAWs. All went well until I tried to stitch them in PTgui, I keep getting horrible stitching artefacts during the HDR part, altough the images are corectly overlapped (even did it manually ). I think it has something to do with the fact that all images have the same exposure time in the exif ...
Looking forward to the third part of your tutorial to see how you overcame this problem