While I believe our eyes provide us with a much greater viewing pleasure than sensors of our cameras and therefore am inclined to use a variety of tools to expand the dynamic range of landscape scenes, I have been using my split neutral density filters more and more lately in favor of HDR software. It provides for immediate feedback, is quicker, and all the tinkering is done out in the field instead of sitting by the computer, which I get enough of anyways.
However, split ND filters do require a bit more time to attach the holder the filter, put the camera on a tripod, adjust the transition line, and shoot. For the most part I like that slower and careful deliberate pace. It also works well in windy and other situations when the scene does not hold still. It works great in familiar locations one can come back to repeatedly and without a reason to rush.
When traveling though, especially through unfamiliar places, more time is needed for finding vantage points, and usually less of it is available at each spot. Is HDR more suited for these situations? Using high speed continuous shooting along with auto-bracketing, one can fire off a series of shots quickly and hand-held and leave the tinkering for later, when no new locations await.
Whether spending hours at a single location waiting for the perfect moment or snapping a quick sequence and moving on, have fun and enjoy what Mother Nature throws your way!