In reply to Andy Hudson:
For my admittedly not very good landscapes I've been using Luminance. It's very versatile and free, not very user friendly but I got some decent results from it. The main thing though is to work out what you want to do with your images, and why. Then you can go through that process. The first step is to understand what your camera is doing when the dynamic range is too large for it, apologies if I'm teaching grandma to suck eggs.
The sensors in your camera has a certain
Dynamic Range. That is the ratio between the brightest and the darkest thing it can resolve. It doesn't matter what the actual levels for brightest and darkest are, because you/your camera will adjust the aperture and exposure time to get the right level. The problem arises when the ratio between light and dark is too much for your sensor, then no mater what you do with the exposure settings, some of the picture will be overexposed, i.e. all white, and some will be underexposed, i.e. all black. This is where bracketing comes in. You take several photos at different exposures, so one has detail in the bright areas but lots of underexposed bits, and another has detail in the dark areas, but lots of overexposed bits. When taking the photo, your brackets need to be far apart enough to capture the full dynamic range. How far apart that is depends on the subject material and the camera. Check the photos for over/underexposed areas (some cameras highlight them with flashing areas on the screen), and widen the bracket if you need to.
Now, you have a series of photos of the same scene. For simplicity, I'll talk about black and white, but you'll have three colours in each pixel, not one. Each pixel in each photo is represented by a number between 0 (black) and 255 (white). In each photo, the camera used most or all of it's dynamic range, so the values go from 0 to 255. You want to combine these into a picture with a higher dynamic range, meaning that the pixel values will go from 0 to some number over 255. Combining them is fairly streightforward conceptually, you start with the darkest one, and replace any 255's with higher numbers obtained by adding a constant to the values from the brighter picture. Most image software doesn't do values over 255, so you need something a bit special, HDR specific software will do what I've described in this paragraph as the import step.
You now have a high dynamic range image! Great! But as I said, most software won't work well with levels above 255. Neither will your monitor, or your printer. So you need to squash the image back into that 0-255 range. The simplest way is just to scale it, as happens when you use the levels tool in photoshop/GIMP. If you do that, it won't look HDR'd at all, it will just look like it was taken with a camera that had a higher dynamic range. I usually do this with my HDR images. The downside of scaling it is that colours that were distinct in the individual images get pushed closer together in the final image.
How else can you squash it? Well, there are a variety of techniques, mostly forms of
tone mapping. It's worth mentioning that they can also be applied to an image that isn't actually HDR, and indeed when people talk about HDR they are usually (incorrectly IMNSHO) referring to these techniques. They are based around exaggerating the contrast at edges, and smoothly varying colour inside large blocks in order to allow the big changes at the edges. There are many algorithms, and there are religious wars between them. But at the end of the day, the trick to getting good realistic images is to apply them in moderation, if at all. They are based around tricking the human eye/brain into not noticing the smoothly variation inside large blocks of colour, but there is a limit to how far you can trick the eye. Many HDR programs have presets which apply far too much tone mapping for a realistic effect.
So what's the point of this much-longer-than-I-intended post? To get good results, it will help to understand the process. I might stop short of actually recommending Luminance as software, but combined with their quick start guide
http://www.hieronymus41.de/luminanceHDR.pdf it is a good place to learn. It doesn't hide the details from the user, and you can quickly gain an understanding of how it all works.