The goal is to cover the dynamic range of the shot. The best way to do this would be to take a light meter (your cameras spot meter is fine) and measure the darkest and lightest area and determine what range needs to be covered. Depending on the shot, you may find that you're not covering the range with 3 shots and may need to up the number. There is a long standing debate on this forum as to whether 3 shots at +/- 3 EV is as good as 7 shots at +/- 1 EV. Without opening that can of worms play around and see what works for you.
If you have a tripod and need more range you can either shoot manually and take as many shots as needed, or you can shoot a couple or more series of brackets adjusting the exposure value or 0 EV. I personally prefer manual.
As far as where to set your 0 EV, just like any shot it's up to you. If you don't have your tripod and can't cover the range then you'll have to decide whether you want to miss the lights or the darks. In that case, try it both ways and see which is better. If you do that, take the shot at a wider angle that you normally would, process each bracket separately, and then combine them using the best exposure from each bracket. By taking the shot at a wider angle you should be able to crop the shot to your desired composition and have plenty of area to work with.
Practice and have fun.
