I export different versions of the pano and then use enfuse to create an exposure fused version. Usually create a mid-tone pano, a light pano (showing the shadows), and a dark pano (with the highlight detail). The three versions can either be created using the same set of source images or with bracketed sets, but all imported into the one project and aligned with each other. In the preview window I select which images to include and use the exposure adjustment to control the brightness of the exported pano.
Alternatively, you can create an HDR pano (e.g. in OpenEXR format) and then use a tonemapper (e.g. Photomatix) to render it.
Here are examples of the blend, then fuse method: