Sony alpha 550 supports HDR directly

Here's a review of the not-yet-released Sony alpha 550 that supports HDR directly.
http://www.luminous-landscape.com/reviews/cameras/a550-first.shtml

Apparently it takes two shots in rapid succession at different shutter speeds(?).  It then blends these with HDR tone-mapping algorithms in-camera and produces a jpg.  See the sample shots at the link.  The review doesn't mention how close together the two images are taken.  It does say that you can vary the difference between the two shots by up to 3 f-stops.

The reviewer is always good but he falls down here.  He thinks of HDR as a gadget and not as the most revolutionary development in photography in 150 years.  But, still, the review will get you orientated.