What is HDR
HDR stands for High Dynamic Range (of light) Consider first that a camera taking one exposure is able to capture a much smaller range of light than the human eye can achieve. Take as an example a view looking into the light with a large area of sky. The resulting image will have either an overexposed sky, basically white with little detail and correct detail in the foreground or if the camera exposes for the sky the foreground will be full of dark shadows with little in the way of detail.
Basically the camera cannot capture a sufficient range of light to cope with the scene while the human eye has no problem. An HDR image is created by taking 3 or more exposures of the same scene with the camera in the same position. Different settings and numbers of shots can be taken but for most images the standard of 3 exposures is usually sufficient. Again the standard is 2 Exposure Values or stops under exposed, a standard exposure according to the meter and 2 stops overexposed.
There are circumstances where a wider range is needed such as capturing full detail out of a window as well as the inside of a building.
The best cameras for taking HDR will have an auto bracketing function which can take the 3 exposures automatically. However it is possible to take an HDR image with any Camera which has exposure compensation settings of sufficient range. Many compact cameras and lower end DSLR cameras have this but not auto bracketing. The big problem here is that it is only feasible with the camera on a firm Tripod. My first HDR images were taken with this method but it was a pain setting up a Tripod for every image and making the manual adjustments. Another problem is more movement between each image such as clouds moving
If you do get seriously into HDR photography it is much better to get a camera with auto bracketing built in for the right settings. Another point to consider is that HDR is very effective inside buildings such as Churches where there are low light levels but very often Tripods are forbidden. Many new Cameras now are able to deal with high ISO settings without excessive noise which enables faster shutter speeds to be obtained in low light enabling the exposures for HDR to be taken handheld if the Camera has auto bracketing.
Many cameras now include a setting for automatic HDR where the images are taken and combined in the Camera. The problem with this is you have no control over the outcome. Anybody who is seriously into HDR Photography will take the 3 or more exposures and use software to combine the images in a way which suits the circumstances of each picture and according to the style and preferences of the Photographer.