For anyone who has done these, they do become a large headache really quickly.  This is the Panoramic HDR image.  A great concept and can turn out stunning.  But they are quite difficult as programs sometimes  have problems merging then, then the whole panoramic distortion issue if you do not set your shot up correctly taking into account for Parallax and things like that.  So I decided to take on the painstaking process of writing an HDR Panorama Tutorial in detail on my process.  I have only just begun to do this.  It will take some time and most likely will not be finished until I move, hopefully before I head to Europe, but I cannot guarantee this!   As for now I leave you with one of these shots:

This is stitched from 8 separate HDR images, each with 5 exposures, making it a composite of 40 images.  This was taken with a D700 and a 85mm f1.4 lens.