Many of the stitching program like PTGui and PTAssembler can automatically handle both stitching and HDR processing at the same time. You just submit all your images, and they even figure out which images constitute HDR sets. Most of the time.
However, for best quality you should try Photomatix Pro 3's batch processing for all your HDR sets, then take the output .tifs from that and stitch them in say PTGui. The Photomatix HDR processing is still somewhat better than in the other programs, although that is rapidly changing.
Um, 3 panels by 3 HDR stacks for a stitch is nothing! With 25% overlap that's still only about 40 to 48 megapixels or so. I routinely fill up 8gb CF's with the images for one to three HDR panos. If it weren't for batch processing in Photomatix I'd be out of business. Get big hard drives too, and don't forget to buy them in pairs so you can stay backed up.