I really like NIK plugins but because they are a bit cumbersome to use I only use them to process my "keepers" which isn't a lot of images. Usually around 5 - 10 after a successful shoot. Both NIK Raw Pre-Sharpener and Dfine (noise reduction) are in my opinion superior Lightroom 4 noise reduction and sharpening BUT like other NIK plugins not as convenient as the built-in utilities.
My workflow is as follows:
(I always Export to a new NIK process with as a COPY with Lightroom adjustments so that I have a record of every step of the process the process.)
Step 1 - Lightroom 4 - Adjust levels, curves, white balance, exposure, colour tone and saturation, etc. + Apply lens correction, straighten and crop as needed (No sharpennig or noise control)
Step 2 - Colour Effex Pro or Silver Effex Pro
Export to NIK as a cpy with Lightroom adjustments
Step 3 - Viveza 2 - only if necessary. Sometimes Colour Effex Pro will be sufficient, sometimes I use both sometimes either or.
Step 4 - If needed Dodge and Burn, vignette (Photoshop or Lighroom 4)
Step 6 - NIK Dfine - noise reduction
Step 5 - NIK Raw Pre-Sharpener (Always LAST!)
I let my online printing service adjust output sharpening but when printing my own I use Lightroom 4 print sharpening.
HDR the workflow is the same except that processing bracketed exposures is a step # 1 and Color Effex Pro is often not necessary. Also, I was an early user of NIK HDR Effex Pro but have since switched over to Photomatix which I find produces more "natural" looking results. Of course it is easy to overcook any HDR image in any software.
I still use HDR Effex Pro - I often process in both utilities then decide which result I like the best. Unfortunately I recently upgraded to HDR Effex Pro II and accidentally deleted all my 30 - 50 custom settings. Still, even with all the upgrades in HDR Effex Pro II, Photomatix in my opinion handles various artifacts that are important to me as well as noise better.
Also, after HDR processing dust particles are ofter more visible in the image, especially in the sky or other bright areas of the image so I usually take care of those in LR - using the adjustment brush. You can do that at any point after the HDR processing and before Dfine. I almost always do it just before Dfine in case any other processing enhances the dust particles further.