Absolutely, I never throw out my originals.
Storage space is cheap, very cheap compared to other costs in this hobby.
Looking at your specific question, you have completed the HDR work in Photomatix, which is getting on a bit now and not necessarily the best tool any more. What if next year you get, say, Nik HDR efex and find that you can get better results from that. You know you could improve your current HDRs but, oh no!, you no longer have the raw files so you can't do it.
Software continually improves, who knows what wonderful HDR software may come out next year, or in a couple of years. You may want to revisit some favourite shots and redo them with the better software.
Skills improve and tastes change too, I have found myself redoing many shots that I originally processed some years back. My PS technique (not to mention PS itself) has improved over the years and I can now do better versions of them. I would be kicking myself if I had thrown away all my raw "negatives" and couldn't go back and have another go.