I received a question in an email yesterday about how I deal with bright lights in an HDR image. Often, you'll process your HDR images and the lights are blown out. This is something I still struggle with.
I shoot my HDR exposures manually and look at the live view screen for each one. I make sure that I take at least one shot that is so dark that I can see the detail in the lamps. Sometimes I will include this in the HDR process. Other times I will add this as a layer in Photoshop to the HDR image and paint in just the lamps. Other times I will just not worry about it if the lamps are not critical to the image.
For today's image I think it's obvious that I decided not to worry about not having detail in the lamps. There is no rule that says that just because you're shooting for an HDR image that you need to always have detail in the bright areas and the shadows. You want to have details in every area that is critical to your image. Unless it's an image of the light, it's usually fine to leave the lights blown out.
Here is an example of an image where I created an HDR image and then layered my darkest exposure on top of the HDR image and painted the detail in the light back on to the image.
The other problem that you can have with these bright lights is their color. I'll show you some tricks for that tomorrow.