I guess with all this talk about Photomatix I should probably give you guys the link to their website. Its a great starter HDR program, you can purchase it as an individual program ($100) or as a plug in for Photoshop ($70). A few words of caution though:
1. The shooting is very critical, you have to get the images right or it wont matter.
2. It takes a lot of patience, to tweak these images right you will have to move several sliders around.
3. Even once you get the image right in Photomatix, it will take some additional tweaking to really make them zing.
If you are unsure, or would like to just try it out, they have a free trial you can download.
HDR Soft Photomatix