A few bits of advice:

- Get yourself a decent raw-processing program (Adobe Lightroom, Apple Aperture, Bibble Labs' Bibble, etc.) and do all your shooting in raw. This gives you more post-processing options.

- If you want to shoot HDR, consider using the regular bracketing feature to shoot standard raw images and do the merging in your computer. There are many different tools for this, including built into recent Photoshop versions. They give you lots of knobs to turn, which you really need to be doing in your computer, not your camera. You can even do HDR tricks on a single raw image. (Giant tutorial)