Give this experiment a try:
Find an indoor setting with a window to a bright outdoor scene. Set the camera to manual mode and a reasonable ISO and aperture (for example, ISO 400, f/5.6) - meter the highlights (outdoor scene - use your spot meter mode on your camera) and note the shutter speed that exposes them properly. Then meter the shadows (indoor scene) and note that shutter speed reading that gives you a proper exposure. These are your bookends for the bracket. Try shooting from the slowest shutter speed, in 1 stop increments, to the highest shutter speed. For example, say the outside scene meters 1/2000 sec and the indoor scene meters 1 sec. Shoot:
1s, 0.5s, 1/4s, 1/8, 1/15, 1/30, 1/60, 1/125, 1/250, 1/500, 1/1000, 1/2000
by manually changing the shutter speed to the next exposure. This is the fully manual way, don;t worry about trying to set up exposure bracketing or something automagical at this point. It will be beneficial to do this while the camera is locked down on a tripod. Touch the camera and shutter release very lightly and use the 2 second timer so that the image will be exposed after any camera motion from your touching the camera has died down. Shooting in 1 EV increments may be a little excessive, but you can always use fewer images and will have plenty of data from which to make your merge.
Once you have acquired these images (in raw) you can review them and perform your merge, etc. You may want to try starting with every other image (i.e., 2 stops between each image) and see if your results are satisfactory. The quality of the merge and alignment will depend, in part, upon the application you use and how familiar you are with it. If you do not have a dedicated HDR application, try Picturenaut:
http://www.hdrlabs.com/picturenaut/index.html
it is free and very capable. You may also consider free trials of other HDR applications (most have them) and see what works for you.
This suggestion is not to create some masterpiece, but to challenge yourself with a scene that inherently contains a high dynamic range of scene luminance. Shooting a scene that does not really possess an expansive range of scene brightness (i.e., a scene that you can capture in a single, well exposed raw file) is less of a challenge and does not often demonstrate some of the basic tonal range compression lessons that are critical to HDR imaging.
Give it a shot. Here are some tips and tricks from HDRLabs as well:
http://www.hdrlabs.com/tutorials/index.html
to help you think about the acquisition, merge and toning process.
Have fun!
kirk
Here are some examples of this exercise that I have done and found helpful when testing different techniques, applications, workflow, etc.



