HDR Tips

I have been doing a fair bit of HDR* lately and I have come across a few things that really helped make it easier. These apply specifically to my Canon 40D, but the same things will likely have equivalents on your camera as well - read the manual.

1. AEB, Auto-Exposure Bracketing. This is an option available in the menu. I typically have mine set to -2,0,+2 which means that when I press and hold the shutter button the camera will snap three images. One image at normal exposure, one two stops under and a third two stops over.
2. High-speed continuous mode. This ties in directly to what happens when one holds down the shutter. The camera takes continuous shoots until you release the button.
3. User defined preset. My camera has a C1, C2, and C3 mode on the mode dial. What are they for? What ever I want. I use C1 as my HDR preset and this is the biggest tip so far and is how I incorporate the previous two tips into my process.  Switching the above two settings on and off every time I want to make HDR sequence would be a big pain. Instead I have made those settings once and then recorded them C1. So I can shoot in my normal mode (Av) and then if I want an HDR, spin the dial to C1 and the camera turns on AEB and high speed continuous. Take my shot(s) and then spin the dial back.
4. This one might be kind of trivial, but I like it. By default my camera takes the normal exposure first and then under followed by over. I'd prefer the sequence to by under, normal, over. This would look more natural to me in the Lightroom grid. It also has the advantage of the normal shot be most likely the sharpest. Custom function 5 on my camera. See the manual for your setting.
5. This is my newest tip. I have used exposure compensation as part of an HDR when I want the camera to favour the darks or the brights, but I recently was told about an extension to that idea. Slide you EC to one extreme, take a sequence of three, slide the EC to the other end and take another set. For my camera the first set will be -4, -2, and 0. The send set will be 0, +2, and +4. discard one of the 0 and you have a set of 5. Note something I will do often, but there are time when that will be helpful and easier than using manual mode like I used to.
6. Use a tripod, especially for #5. Something I don't use very often.
7. My favorite program for post processing is NIk's HDR Efex Pro. I also own Photomatix, but I find that I like the look of the Nik program more and I find the presets to be a real time saver.

That is all for now. When I started typing I thought I only had three tips and ended up with seven. It is a good thing to write down ones ideas.

*For those picky about terms, I mean both HDR multi-exposure capture and tone mapping.