Watch this video where Glyn Dewis talks about his method to shoot landscapes, and his use of various techniques to develop the image in Lightroom with some fine tuning in Photoshop.
What is said here, for those of you who want a quick summary, is basically increase the dynamic range of a single, slightly underexposed raw image with a few tricks in Lightroom that you may not be aware of. Note that his style of shooting doesn't involve any ND filters. Definitely worth a look even if you are not a landscape shooter.
[Via iso1200]