Here are two shots of
Lake Cascade in actual HDR. I took three exposures of each and blended them into one High Dynamic Range image using Photomatix. Yes, it's an effect -- it does not look "natural" -- but I like these.
Full-size versions of these, for wallpaper/desktop use, are
available here.
If photography is your hobby, I recommend you listen to the
This Week in Photography (TWIP) podcast. It's my favorite photography-related podcast.