The ideal scenario for shooting HDR images, like this incredibly ornate ceiling in the Palace of Versailles in France, is to use a tripod. When you do that, all of the frames you take are guaranteed to be aligned for the final HDR composite. However, if your shutter speed is fast enough and you hold the camera steady, you can hand hold the multiple shots and end up with a sharp picture.
At Versailles, no tripods are allowed, so the only alternative was to use hand held HDR. This is a three-image composite. It was important to me to show all of this remarkable detail without the problem of black shadows or overexposed highlights becoming an issue. The window light was diffused, but sections of the room closest to the glass was much lighter than the rear of the room. This generated contrast and exposure discrepancy, and that's why I used HDR. The software I elected to use for this picture was Nik Software's HDR Efext Pro. It aligned the tiny discrepancies between the pictures due to hand holding the camera, and it produced a perfect photo.