Everyone who likes to do HDR occasionally knows Photomatix Pro.
Many professional image editing applications like Adobe Photoshop or Corel Paint Shop Photo Pro (with which I usually did it) bring their own HDR-creation tools.

But what about the "normal" user who does not want to spend a lot of money for a software he or she does not use every day?

I found an interesting freeware which I already used and like: Picturenaut

If you are interested in checking out this tool, please visit their homepage:
www.hdrlabs.com/picturenaut

I think it's worth giving them a try!