HDR has really taken off. When I first started taking HDR photos, it was a minor niche and Trey Ratcliff had the best tutorial out there. Fast forward 3 years, and Trey STILL has the best tutorial, there are not more options than ever. I think everyone that is looking to learn HDR to read Trey’s tutorial. After that, I highly recommend his book, A world in HDR. The next book I recommend, and would honestly, highly recommend getting them together at once, is The HDR Book. Trey goes in-depth on using photomatix, and how to make his HDR shots. RC goes into the basics of the big three (Photoshop HDR, Photomatix, and HDR Efex Pro). He then goes into the post-processing AFTER the HDR merge.
Of the books I own on HDR, I believe these are the two very best I own. Trey is a master at inspiration. Inspiring you to create your own art. RC is a master instructor. When you bring these two books together, you get the absolute best HDR experience.
As for me, I have Adobe CS 5, Photomatix (the original software I used), and now HDR Efex Pro. Along with these three programs, I also have Topaz Adjust which brings a pseudo-HDR effect to 1 exposure shots, or creates a deeper, more surrealistic view to photos already processed in HDR.