HDR imaging can result in really nice pictures. It's also a good way to create versions of your photo's that both highlight the details in the darker parts of the scene, and keep the details in the light parts, like the sky. Just like when you look at it with your own eyes.

An example [pictures link to larger versions]:

HDR version, created with combining the previous image with -2 and +2 exposure photo's of the same, taken rapidly after each other and combined with the Exposure Blend plugin [copy on my server because it's a rare find on the web] for The Gimp:

As you can see, there's a lot more detail in the shadows and the clouds surrounding the sun peeking right over the rooftops are outlined nicely. Definitely worth a try if you have a cam that supports it :) [You can also do the same with a raw picture, adjusting the lightness]

For more info on how to do HDR with your camera: List of Cameras with autobracketing.