Quick note here:
I've spent some time exploring HDR images and digital photography. For those who are unfamiliar, High Dynamic Range images are composites made by gathering the tonal range from multiple exposures of the same image, or exposure brackets. Basically, you take the best parts of each exposure setting and combine them. Riders that are intrested can read more here: HDRI Handbook

single exposure : F11 : 1/80 : ISO 100

HDR composite of three brackets, at one-stop separation : F11 : 1/40, 1/80, 1/160 : ISO 100

I spent the day roaming around Chi-town with the digital slr, a tripod, ripcord and a few lenses. Pretty kick ass. Here's a listing of software links, I use this one: Photomatix Pro