Well, I'l be honest I really don't like HDR but I'll try and help ya out a bit.
First, of the ones that I have seen, I really like nature HDR, seascapes to be exact.
Next there isn't a master setting for HDR you take pictures, on a tripod, at different Exposure Values. Basically what you're doing is creating a "perfect" picture, you get the best of the shadows combined with the best of the highlights.
I could type out everything for you but, it would be much easier to post this link haha:
Goes through everything from dynamic ranging to actually doing it in Photo shop.
Hope that helps some what