jerryc41 wrote:
If you want HDR, get Photomatix, or similar. In-camera HDR is an attempt to get an tough image properly exposed. Not very satisfying.
As for actual bracketing, I never use the camera's bracketing feature. If I think it's necessary, I'll take a few shots at different aperture or shutter settings. Auto features like that are more trouble than they're worth - for me, at least.
You don't want to use different apertures as it will change the depth of field in your merge (unless you are specifically attempting to increase depth of field by combining layers with different apertures).