RM,
Thanks. HDR photography is really fascinating, although it can become a pretty good time sink. Basically you shoot three pictures at -2, 0, and +2 stops. I use a fixed aperture (usually around f5.6) and let the camera do the bracketing through different shutter speeds. Using a tripod or equivalent is a good idea, although the software will align the picture for you. Most of my pictures are taken hand-held.
You're quite right about the moving objects, such as flags, flowers, etc. If you look carefully in the picture of the St. Patrick's church, you'll see a somewhat ghost-like image behind the blue car, where an older couple was moving toward the church and another church-goer was just approaching the door. I tried taking a picture with some Pennsylvania "windmill" generators in the background. Needless to say, the impeller blades are different in each of the three shots...
The Photomatix software isn't too expensive, and you can try it for free. Also, if you decide to buy it, do a search first for a $15-off coupon. They were very common when I got the software earlier this year.