Hi Nick,
getting the HDRi environment looking 'right' is a function of 'gamma' which controls the contrast of the lighting from the HDRi, power, but also more importantly camera exposure settings.
You really need a test file of some sort that you can use to get consistent results when setting them up and then export the 'Render Target Settings' for use on your projects.
Generally the Gamma set at around 1.0-1.2 should be about correct, but you'll have to play around with it for each HDRi until it looks 'natural'.
For the power, you need to look around your test scene and see whether the lighting contribution in areas that are not in shadow look over exposed, or whether you can see everything clearly.
Finally, you also need to set an appropriate Camera exposure. For example, an HDRi from the middle of the day probably only needs an exposure of 1-2, whereas an early evening / dusk HDRi could require anything up to 50+. Again, make sure your test scene has some interior lighting in it as it's a good indicator as to whether your HDRi settings are appropriately balanced or not. For a middle of the day scene when your exposure is low, the interior lighting will only just be visible from outside, for an evening scene the amount of light the HDRi image is contributing will be relatively low, so the camera exposure will need to be high and the interior lighting will become the dominant lighting contributor to the image.
Looking at my test images below, the daytime image has an exposure of 2, the evening an exposure of 55. Both are gamma 1.2 and the internal lighting power is the same for both.
Cheers, Dan.