This is the photo I created with my Nikon D7000 using a Tokina 11-16mm 2.8 lens. I used a tripod and a timer to bracket photos.
This is a shot that requires multiple exposures to end up looking like this. You could try getting it with one shot, but if you expose for a blue sky, the rocks would all be too dark. Or, if you decided you want the rocks to be properly exposed, you end up with a white sky and you miss out on the sweet sunset colors.
I manually blended 3 exposures in photoshop to create what I saw with my eyes that day. There is software out there that will merge hdr images for you, but doing it yourself allows for total control and cleaner results. I used luminosity masks to help paint in light in the shadows and information back into the highlight areas (the sky.)
If you’re not familiar with luminosity masks, they are one of the best things you can learn in Photoshop. I’ve found that a lot of the best photographers use them. It’s just not normally talked about. Tony Kuyper has a great set of luminosity mask actions with a great action panel (for a bit more.) Sean Bagshaw even made a video tutorial to go along with Tony’s actions. You can get Sean and Tony’s stuff bundled together for a great deal.
Jimmy McIntyre, being the awesome guy he is, gave away his luminosity mask actions for free. I haven’t tried them because I have Tony Kuyper’s, but I’m sure they’re good. He also has HDR tutorials and other videos for free.
My guess is Jimmy gave his actions away for free because you can easily create your own luminosity mask actions if you know what to do. The reason I paid for Tony Kuyper’s set was because the tool panel is really great and there are a few extra cool actions in it, including quickly sizing and sharpening for the web.