Yeah I think HDR is definitely something to leave until you are really confident in your technical ability with the camera, knowing the ins and outs of exposure like the back of your hand. Neutral Density filters will help you do that massively, they really make you think about shutter speed and so on, and the results can be fantastic, very satisfying. HDR is, in my opinion, a technique that should be applied sparingly, subtly, and cleverly, only when strictly necessary, and when you've nailed the important stuff.
If you really want to persue HDR, the most important thing I found was to use subjects with lots of texture and in light that allowed the textures to "lift" by that I mean the light would cause the texture to really stand out. An example is if you take a brick wall and look at at it first thing in the morning the sun might hit it at an angle, you see all ridges and depressions in the brick wall's textures. Midday and the sun is directly at it and it has no textures, there's no shadows in the ridges and it's very flat. Well HDR will work best when you shoot during that early part when the textures are most pronounced. Onereason people love using HDR on the inside of old churches, the walls are often stone, with lots of texture and the light is deliberately concentrated into the building through small windows which really makes it hit the walls to light the textures. You have wood and tapestries and all sorts of tactile textures from the rougher materials used hundreds of years ago.
Have you tried downloading a trial of Photomatix? That was the one I used, it seemed to have strong controls and easy to see the results quickly.
Be careful with simply using a technique for the sake of it, it's an easy trap to fall into. When you don't have tons of experience it's very easy to simply select a processing technique without thinking about it because you may not have tons of ideas in your arsenal. As you gain more experience of them you start to select them based on what you think will give an image the desired creativity. A processing technique should always add something to your images, give it something that really adds to your already well shot images.
One of the things that comes with experience ( which is why you have to keep practising this wonderful dark art! ) is that when you first size up a scene you start to come up with ideas about how it is you'd like the final image to look when you get it home and have it all done and dusted. Give you a peek into my demented thought processes when I shoot. I will plan my shoots for a few days, weeks or months before hand, I try to visualise what I expect to see when I get there. I then head for the spot, size up what I want according to how the light has turned out and how the objects look. I have a good idea how I want the final image to look and I haven't even taken it yet. Sometimes I'm doing that in my head on the drive to the location! You have to be flexible as you go along though and that's where all your experience starts to click into place. The exposure will be off by a third of a stop ( you check your histogram that's always displayed as the image is shot ) then you decide if you need a new shot. Ah shute, it's slightly out, move 12 inches right, better? Hmmm, nah! How about 18 inches left now, much better! Now the objects are catching the light slightly too bright. Adjust filters, aperture, shutter? Hmm, try the filter first as I want that certain depth I've measured to stay in place, can't lose it. And on and on it goes. Every shot gets scrutinised immediately after shooting it 'cos that thing you're seeing is a one-in-a-million and may never happen ever again like that so you try to make every shot as though it were your last!
You mentioned exposure, well exposure is the bread and butter of operating your camera. If that's a problem for you, you need to read up on the "exposure triangle". The exposure triangle is about the relationship between shutter speed, aperture size ( f number ) and ISO.
Found this on DPS website, I quite liked it as an analogy of the exposure triangle:
"Another way that a friend recently shared with me is to think about digital camera exposure as being like getting a sun tan.
Now getting a suntan is something I always wanted growing up – but unfortunately being very fair skinned it was something that I never really achieved. All I did was get burnt when I went out into the sun. In a sense your skin type is like an ISO rating. Some people are more sensitive to the sun than others.
Shutter speed in this metaphor is like the length of time you spend out in the sun. The longer you spend in the sun the increased chances of you getting a tan (of course spending too long in the sun can mean being over exposed).
Aperture is like sunscreen which you apply to your skin. Sunscreen blocks the sun at different rates depending upon it’s strength. Apply a high strength sunscreen and you decrease the amount of sunlight that gets through – and as a result even a person with highly sensitive skin can spend more time in the sun (ie decrease the Aperture and you can slow down shutter speed and/or decrease ISO)."
Obviously it's not perfect analogy as most metaphors can't bear close examination but it's OK.
The trick is keep educating yourself on techniques and ideas, look at other peoples stuff, ask yourself and them, how did they do it? I've found most photographers to be fairly chatty, they may not give you their hard-learned secrets but most will happily share techniques and ideas if you don't ask really obvious questions that they know would only take you 90 seconds of reading to find out on website or book. You have to give to receive, so to speak, LOL!
First thing is you need to ask your self, what do I want to do with the photo. If its HDR you want, you just need software like Photomatix or Photoshops HDR Pro, I have both and use both depending on what I want to do with the image. If its long exposers you are looking for, your gonna need a Neutral Density filter for daylight shots. I highly recommend you get a ND8 for long duration shots, but many manage with a ND3. Best bet when doing this is to set your camera to Tv "Shutter Priority mode",then set the shutter speed to say 4 to ?? seconds and let the camera do the rest. You may wish to set your cameras max ISO setting to something like 400 or 800. I prefer to keep mine about ISO 200 when doing long exposure, but set max setting to 800 on my G12 and 1600 on my T3i. At night you don't need a ND filter (most of the time) and can take some really neat photos of traffic. I was doing this earlier tonight and had my cam set to 15 seconds. Take a look as I have two photos post on my profile. One of which has a car streaking down the road. Now HDR + Long Exposure can be tricky to setup if your not used to it. As much as I would like to explain how to, I really recommend you buying a book on Camera Exposure. There are many around 20 USD at many book stores and amazon that can teach you a great deal about your camera. Hope this helps. - Joe
If an ND filter does what you want, that's fine. It's just somewhat lacking in flexibility. With a good set up, you can twist it and flip it, but moving it up and down, can be problematic as the entire lens needs to be covered. Otherwise, you get that unsightly line where the light refracts near the end, then doesn't where there's no filter.
Doing it in software from multiple exposures, is a bit harder, but it allows you to have arbitrary shapes and orientations for it, and you can even do crazy things like just apply it to the center of the image, or not to a narrow band.
Ultimately, there are reasons for both approaches and like both things, you really should have access to both. At least ideally.
The best advice I think I can give someone regarding HDR is not to do it. It's easy to fall into the HDR trap. I think it's a better idea to see if you can get a good exposure without any fancy software tricks.
Like said, if you've got your aperture closed tightly and are doing a long exposure and you are still getting blown out images, reduce the shutter speed a bit until you get a better exposure.
If you need the long exposure for the kind of image you are trying to get, such as is popular with running water, you may need some extra gear. Neutral Density filters will help you with this. They are worth looking into but good ones aren't exactly cheap.
If on the other hand, you are having problems exposing scenes with different levels of intensity (like a sunset on the beach), you might like to try the very cheap Black Card photography technique. You can read up a bit about it here: [link]
As an aside, I'd like to note that if possible, don't tighten your aperture completely up if you can help it. At a certain point, you will encounter something called "diffusion" and you'll end up losing some sharpness.