Ya, it's tough, definitely taken me a long time to figure out how to merge the two as seamlessly as possible. The hardest parts are trees or anything with gaps, the blurry portions from a sky shot are bigger and if you don't merge them right those regions become really visible because of light differences.
This is exactly why I would rather use a fast ultra wide angle lens even if it means I am collecting less light than a longer lens. I suck at photoshop. If it was a pain for you, then I would really be in a hurt locker.