I bought a new Canon Rebel XSI before I headed off to Europe with the intention of capturing some good HDR photos using the Auto-Bracketing setting on the camera.
For those new to HDR, its basically taking the same photo at 3 or more different exposures, then combining them into a single photo. I use Photomatix software, which I've been able to produce better results with than Photoshop. Hit 'generate HDR' in Photomatix, then once combined use the tone mapping tool to tweak it.
Below is an example of mine, taken of Charles Bridge in Prague at sunset.
3 different exposures:
The end result after Tone Mapping: