How much time between photographs, and which program do you use for merging.
As far as time goes, most dSLRs have a feature called "bracketing" which automatically adjusts the exposure from -2.0/+2.0 for you and fires off a sequence of shots with those settings. I decided to do it the manual way(so I can become more familiar with the technique). Using Aperture Priority mode(the depth of field needs to stay the same!), I set the WB with my exposure at 0.0. I then underexposed at -2.0 snapped the pic, adjusted the exposure to -1.3, snapped the pic, etc. until I got up to +2.0. The time between shots was probably 2-3 seconds. I probably will use the bracketing feature next time seeing that it keeps my hands off the camera.(I'm using a corded remote with tripod) This gave me a nice selection of shots to combine from. All of these are taken in RAW mode as well. I also turned off image stabilization since it's on a tripod.
For post processing, I use Corel's Paint Shop Pro Photo X2. I've been using Jasc for a long time and Corel happens to own them now. I've used Adobe Photoshop, but I can do everything in X2 that I can in PS without the high price that comes with it. A great little side program to have is the Nik filter/effect software - it also acts as a plugin for X2. Amazing stuff.