I am wondering what ev steps you took between images. 7 is way (way) too many. 5 would be the most, 3 at ev steps at 1.5 should be enough. I do like the shot, but I wish the perspective was a little more in line with a natural line of sight (I know 10 mm is pretty wide, but it would be a bit more pleasing to the eye if the railing and the steel beam were more in line.
Think about shooting lower, including more of the stairs in your shot. The sky will still be a large part of your composition. Not sure what HDR processing software you're using (Photomatix, PS), but cycle through auto settings then start from where you really like the results. Also, the halo effect really pushes any dust on your sensor to the point of distraction. I would think of cleaning that up in the individual files before merging (there is a dust stain right in the horizon above the dunes and there is another one in the upper left in the clouds; they definitely both need to go). As a fellow Cape Codder (North Eastham, about a half hour up on 6 from P-Town) it's always great to see anything from such a beautiful place