I shoot with an ancient 1DMkII, and just discovered something that simplifies bracketing for HDR. I'm sure that newer Canons, Nikons and probably the whole crop of DSLR's have some equivalent way of doing it, so I will describe my process here. It might help somebody else set their camera up for similar choices.
The Personal Functions in the 1DMkII are, unfortunately, accessible only through tethered control of the camera. One of those PFn's allows me to choose whether bracketing when shooting with the Continuous Drive on will be 3, 5 or 7 pictures. Nice, but having to program this through the computer seems like a PITA. However, the camera allows me to register 3 different sets of personal functions in the untethered camera, and then select which one I want to apply, on the fly, separate from the computer.
Now, I can go out and switch the number of pix that will be bracketed according to the contrast range in the scene I want to shoot. If you hadn't thought about this, check out your brand and model of camera. It really makes shooting for HDR easier.
The other such feature that I've enjoyed is being able to push a button on the camera to switch the focus point temporarily from the center to a position near the top of the focusing oval when shooting vertically, and have it return to the center point when I let go of the button. Makes it great for rapid switching for portrait shots in the field.