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If shooting HDRI is your excuse for getting a better DSLR, look for Auto Exposure Bracketing (AEB). The models listed here excel in this feature.
Canon EOS 1D Mark IIIAllows configuration of a personal bracketing mode, with up to 7 frames in 3 EV steps. Burst mode up to 10 fps, which means you can shoot handheld HDRIs in almost every situation.
10 MP | 1.3 crop factor | $4.200 (Body Only) on Amazon.com
Nikon D3Nikon's new flagship camera. Miraculously captures noiseless images at high ISO, which means you can shoot handheld with fast shutter everywhere. Sports AEB with 9 frames in 1 EV steps, with 9 fps.
12.1 MP | Fullframe | $5.300 (Body Only) on Amazon.com
Nikon D300Evolutionary upgrade to the D200. Or better put, it's a smaller D3 with a smaller sensor for a smaller budget. Shoots the same 9 frame AEB in 1 EV steps, with 6fps (8 with a battery grip).
12.3 MP | 1.5 crop factor | $1.750 (Body Only) on Amazon.com
Pentax K20DBig Bracketing on a budget! Shoots 5 frames in 2 EV steps, which is really all you need (and the same end-to-end coverage you get from the Nikons). But has only 3 fps, so don't go without your tripod.
14.6 MP | 1.5 crop factor | $1.300 (Body Only) on Amazon.com
Sure, you can shoot a pano with any lens. But fisheyes allow you to capture more FOV in one shot, thus getting your panorama done with fewer shots.
Nikon 10.5mm f/2.8First-class quality lens, best you can get for a Nikon. Gets you 180° diagonal FOV, so there is no circular border visible. Takes you 6+2 shots to cover a full panorama. I use it all the time and love it.
Sigma 8mm f/3.5A panorama shooter's classic. Great metal housing, moderate image quality. Pictures a cropped circle on small sensor cams, and full circular 180° on a fullframe sensors.
Sigma 4.5mm f/2.8This one is a little revolution. It is your only choice for getting a fully circular 180° FOV image on anything other than a fullframe sensor camera. Lets you make a panorama with as little as 2-3 shots.
It takes a special tripod head to turn the camera around the optical pivot of your lens (AKA nodal point), so your images are free from parallax shift.