If you notice below, there are some top notch HDR images thanks to Photomatix watermark. The program costs nearly $200, so I'm obviously stuck using the demo which prints the "Photomatix" text on each picture. Until I buy it, they'll be this way for awhile. I'd ask for donations, but I'm not much of a pan handler.
HDR is made up of a few steps. One method is shooting in RAW mode or taking three images at different exposures. (One dark, one medium, and one bright.) Averaging them together to even out the levels and create a strange cartoon, bump mapped, high dynamic range picture. Sounds complicated but if your camera supports Auto Bracketing and your computer can run Photomatix then give it a shot!.