Photomatrix is pretty reasonable for the price...it does way more than Picturenaut and is a good place to learn.
Dynamic Photo HDR is way more beginner friendly and has more things to play around with but you absolutely have to use a tripod...handheld doesn't really work as it's not very adjustment friendly....but it makes great HDR shots IMO.
Have a look here for some more ideas... Fine art photography forum - Photography.ca - we did a test a while back.
I think Barefoot uses Picturenaut so if you want to not spend the money he's the go to guy for questions on this particular program.