MP Burke: The use of the graduated ND filters (sometimes in combination with polarising filters) has been established for years in landscape photography with colour slide film. I think most scenes are best served by using raw capture to optimise DR and some filtration if necessary. I dislike many of the results from this so-called HDR technique. (I think it ought to be called DR compression as the result is to reduce the DR of the original scene by darkening some areas and brightening others) It often looks to me like the foreground and the sky were shot at different times of the day, or on different planets.Another disadvantage of the "HDR" technique is that it requires multiple exposures and thus requires a tripod and a static subject. When I go out taking photographs in Snowdonia there is usually, unavoidably, significant wind which moves vegetation around and thus will lead to a blurred watercolour-like wash if long/multiple exposures are used.
You do not need a tripod to take multiple exposures. Sure its probably better but I have taken many without and photomatix pro has done a good job of lining them up. You do need camera that can do Auto Exposure Bracketing so that once the camera is held to your eye you can take all exposures in rapid succession.