We've recently had a chance to test and experience the workflow of creating HDRI. I haven't gone through the entire process to the end product yet.
I've done this before on a personal project setting. With a hand-held digital compact camera, Canon Tx-1, I shot a 'chrome ball' which is actually a cheap garden ornament. Of course it had little scratches and slightly uneven surfaces, but the results turned out ok.
This time round, I was using my Canon 500D DSLR, and my colleague Sonny thought of a way to mark the tripods so the rotation of each set of photos for multiple exposure can adequately cover the whole environment. With my new wide-angle lens attachment, it would result in lesser sets of exposures to take because each set has a larger area of coverage.
With my Canon 500D, and going through some guidelines on the settings to use when shooting the scene at multiple exposures, I learnt new things. I was supposed to set up a fixed ISO, and then vary my shutter speed for each exposure, halving the shutter speed for each exposure.
Mengdi gave a link to a page to a project called the Open Camera Control project. This project successfully uses a Nintendo DS to link to the Canon DSLR camera. Using the DS software, you can automate the camera to take n-number of exposures at whatever f-stop interval desired. The system is called the Open Camera Controller.
The page that housed the Open Camera Control project is a page talking all about HDRI, from the creators of The HDRI Handbook.