You don't necessarily NEED an SLR camera to do HDR images. You can still do it with a point and shoot, a tripod, and exposure compensation settings and bracket your shots.
1st pic: -1
2nd pic: +/- 0
3rd pic: +1
Of course, you can fiddle around with the degree of compensation... the SLR should give you a bracketing mode - and if they're anything like what I have on my older Minolta, having this enabled will do the bracketed shots in burst mode when you hold the shutter button.
I'm still sketchy over my transition to digital, I want to see what Sony (ugh) comes out with for their prosumer and pro dSLR bodies: normally I'd avoid, but their use of the Minolta Maxxum mount means that I don't have to completely reinvest in my lenses and flashes.
Also, Nikon D200 ftw, but I'd love a Fuji S5... same body, Nikon mount, a little more money, but a jaw-dropping camera