Hi Marilyn and welcome to the forum. You will get as many different methods as there are members, it will also depend on your equipment.
So here is mine:
I shoot 3 around at 120 degrees in RAW. Each shot I will bracket, I take one shot each at 0EV, +1EV, +2EV, -1EV and -2EV. I then take the 15 images and convert them to jpg and batch stitch in Panoweaver5. Then I put the 5 stitched scenes in Photomatix http://www.hdrsoft.com/download.html
and merge. There are several different ways to merge the images you will just have to play with them and find the results you like best. You can download the free trial and try it before you purchase. With this method you will have no blown-out windows and the lights will no be glaring. From there I take it into photoshop and do the fine tuning to my taste. I also shoot my still shots this way except I merge them in RAW and then convert to .tif and rework in Photoshop before converting to jpg.
Here is a sample
I just completed using this method.
Nikon D300, D3s, Nikon 10.5 lens, RingT105N+Footplate+MrotatorTCPs, Giottos MT9261 Tripod, Manfrotto 410 Jr geared head.
If you know the "secret" then everyday is a good day!