Some things to consider:
The scene defines what is "high dynamic range" not the techniques that you use to make the image. This is why it is important to meter the scene and decide what exposure(s) you need to make the image you want. Learn to use the spot meter mode on your camera and practice taking meter readings of the shadows and highlights in your scene. Can your camera effectively capture the scene in one exposure, or do you need to use a bracketed sequence of exposures? To make this determination, you really need to know how exposure works for your camera and the raw converter that you are using. In this regard, using a tool like Raw Digger to analyze your raw files is critical. This way, you will learn just how much headroom you have in the highlights in terms of your base exposure.
For an indoor scene, you probably want to take spot meter readings of the darkest shadow areas you want to preserve and the brightest highlights, typically an area of bright light in an exterior portal like a window or doorway. If there is some important interior lighting that you need to preserve, you may have to take an extra exposure just for those lamps/fixtures and blend that in separately in post.
Learn your exposure sequence in terms of shutter speed increments. Set your camera up so that the shutter speed adjustment dial is predictable - for example, for a Canon camera, you can usually set the shutter speed dial so that the speed is adjusted in 1/2 or 1/3 stop increments. Either way, you can cruise through a sequence simply by counting clicks of the shutter speed dial between shutter releases. Shoot in manual mode, fix WB, ISO and aperture. You do not want color or DoF to change between shots. Manual focus also, you do not want the camera auto-focus hunting around when the underexposed shots are acquired.
Example:
Meter the room in the above image you posted - let's say that you chose to shoot at ISO 100, f/8 daylight WB. This will balance the color for the ambient daylight, causing the artificial light (lamps) to appear warm - not a problem, that can be dealt with later. Meter the scene - the shadow area under the bedside table, let's say, represents the shadow metered reading of 1s; the window represents the highlight and meters at 1/1000s. That's a fairly high-contrast scene that probably cannot be captured in a single exposure. So capture a sequence that starts at the shadow end and ends at the highlight, in 1EV increments. Let's assume you have your shutter speed dial set to 1/3 stop between clicks:
1s - click, click,click - 1/2s - click,click,click etc. - in other words, you do not need to look at the camera when you are capturing your images, just hit the shutter release, roll the shutter speed dial three clicks, hit the shutter release, etc. The capture sequence will be:
1s - 1/2s - 1/4s - 1/8 - 1/15 - 1/30 - 1/60 - 1/125 - 1/250 - 1/500 - 1/1000
11 exposures. Even if you do not need all of them, it took you 15 seconds to capture them, no biggie. Better than shooting too few and not having all the data.
My 5DIV permits an auto-exposure bracket of 7 shots - if your camera does this too, then you can use AEB and the timer to shoot a hands-free 7 shot sequence without doing anything except hitting the shutter release to start the process. Read your camera's manual and see what the AEB capabilities are. If you really want to go for it, see if it offers the AEB on a timer with mirror lock-up too. All of this assumes you are shooting with a tripod - if you are not, then your HDR workflow will get way more difficult than necessary and your image quality will suffer. Indoor scenes usually require longer shutter speeds to capture the indoor shadow areas - jacking up ISO to maintain handheld shooting will unnecessarily create noise and image quality will suffer. A quality tripod goes a long way.
In Lightroom, apply your lens correction and use the LR > Photomatix plug-in to merge your images, if you are doing a small job. Otherwise, process all of your images in LR first (apply the lens correction - that is it, nothing else) and then export all of the source images as 16bit TIFFs. Then use Photomatix's excellent batch processing to do all of your mergers automatically, and output HDR image files as well as toned LDR image files made with a preset you set up ahead of time. Then you will have HDR masters and LDR renderings for further tuning in PS.
In terms of the mixed lighting WB issue, there are plenty of ways to deal with it, but it is ultimately a local correction. Think about how the light is cast from a lamp that appears too warm in the image and then shape a local correction to gently correct that color.
There is no formula for HDR imaging - you need to meter the scene so you know what the bookends of your exposure are. The things you find on the web that say something like "take a meter reading and shoot -2, 0 +2 EV" are usually landscape scenes that can probably be captured in a single exposure anyway, unless the sun is directly imaged in the scene. Interiors pose more of a challenge, but it is a straightforward process to determine the exposure sequence and acquire it. Because the indoor scene has a higher dynamic range than a single exposure image scene, you will probably need to use HDR-savvy software to compress the tonal range. The higher the dynamic range of the scene, the more compression needs to be applied and the more careful one must be to keep the scene appearance natural.
Have fun!
kirk
EDIT: another thing you will find is that your lens can affect your image quality. When you are exposing for the shadow areas, optical aberrations and bloom/flare get much more prominent in uncorrected lenses. In your example image you can see this around the ceiling fan globe and window frame, for example. It pays to work with optics that control flare and glare, as well as color aberrations. Otherwise you add more necessary steps to your workflow and image quality is potentially degraded.
