I am in need of a good compact digital camera. Anyone have any recommendations, or sites with good reviews?

Specifically for HDR, there are a few features on a camera that can make this easier. David mentioned automatic exposure bracketing (AEB). What this does is take multiple images (usually three) with a single push of the shutter button.

The camera takes one normal exposure, and then lighter and darker ones. All you have to do is hold the camera still for a few seconds and you have your source images ready for HDR conversion. If HDR processing is something you plan to do with many of your shots, I'd recommend you try to find this feature.

As a fan of HDR images, I certainly want it on my next camera, but it's tough to find on compact digital cameras. If you decide to go without AEB, the next thing you want to to look at is if and how the camera does AE locking. This lets you lock the exposure while aiming at one subject and take the picture after the lighting changes, usually as a result of pointing the camera somewhere else.

This lets you get exposures with different levels of brightness without manually adjusting the exposure compensation. Many compact digital cameras will claim this feature, but how they implement it makes a difference. On my current camera (Fuji F31fd), it only works while the shutter button is held halfway down.

That is, I can push the shutter down halfway to set the exposure, then point the camera somewhere else and finish pushing down the shutter to take the picture. If I take my finger off the shutter button before taking the picture, the exposure info is lost. Contrast this with my older Canon SD-200 which has a separate button for AE lock.