HDR is sick! High Dynamic Range photography is something that goes beyond the actual pushing of a button. Learning to use Photoshop or Photomatix to create pieces of HDR art, is just a matter of jumping in and getting wet. There are so many different variations involved in one HDR project that it's really up to the person clicking and moving the mouse that will determine what comes out on the other end.
With a cameras available like the Canon 7D, which shoots eight frames per second and has auto bracketing for three images, it's a perfect HDR rig. Of course, having five or seven differently exposed images would be better but that's what shooting RAW comes in. With RAW images, you can shoot one image and do your dirty work in your RAW program and create five differently exposed images from that one RAW file.
Again, experiment and get into the program you use and see what each little tab or adjustments does to the image. You'll be stoked on the end result of your HDR image. Here's a link to a very thorough description and tutorial on how to understand and create HDR images: http://www.cambridgeincolour.com/tutorials/high-dynamic-range.htm
Here's a image I created yesterday. Took me about 15 minutes to get to this point. Believe me, I could have spent more time on tweaking colors, highlights, shadows... everything. But Lost was about to start! Enjoy.