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Firstly, good HDR images are very difficult to produce, so don't be disheartened!

Whilst you can never gaurantee to capture the entire range of any scene, 7 stops will do the trick for most scenes you want to capture. However, your problem with multiple exposure night photos stems from the fact that you're often shooting directly into the lightsource, and when overexposing for the shadows you will get a combination of lens flare and sensor bloom (the latter occurs when a pixel goes so far beyond white that the charge 'overflows' and affects the pixels around it).

The only way round this is to either reduce the exposure of your darkest shot and accept more noise or less shadow detail, mask the areas yourself in Photoshop (or equivalant), or use an HDR compositing program that is aware of and can remove sensor bloom (sorry I don't have any recommendations here).