I use a following versatile node setup by Miki to get nice lighting with different types of HDRIs in Cycles:
It works pretty well with clear sunny HDRIs, however, I get no shadows at all when using evening or afternoon HDRIs.
Here’s a result with sunny HDRI (provided by Miki):
Here’s my result with Barcelona Rooftops HDRI (provided by http://www.hdrlabs.com/sibl/archive.html):
I tried changing input values in Miki’s node setup, but with no luck…
Miki’s blend file with node setup: