Hi, marlix, mmaria. Thank you.
Hi, marlix, it might be a long explanation but I'll try my best to keep it short

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I shoot for HDR which means I take several exposures with the camera mounted on a tripod, and each exposure having a different shutter speed. In a nutshell, I shoot at the following settings:
- ISO 100
- f/22
- speeds of about 2 seconds or more to a tenth or so of a second
With ISO set at 100 and f-stop set at f/22, I use my Sony A65's "ev" reading to tell me what shutter speeds to use. I take 9 or more shots per scene then use 7 or 9 for generating my final HDR image.
I start at "+2ev" according to my Sony A65's meter which would be about 2 or 3 seconds, then turn my camera's "knob-wheel" to work my way down to "-2ev" which would be about 1/10 or 0.5 second. I then take additional shots for the sky at about 1/30 second or faster.
f/22 makes everything near-and-far in sharp focus. This way, I don't have to worry about my intended subject being out-of-focus because I did not know where he or she might turn up in my scene. (The small f/22 opening also has the added benefits of slowing down my shutter speeds to create blurs of moving people and cars, leaving my stationary subject fully exposed instead of being concealed in commotion, and star-like effect on sources of light [possible only on ultra-wide lenses like mine, I think] like street lights.)
This may all seem like a lot of work -- and it probably is -- but in time I learned to do it very quickly. I have to because I don't know for how long the subject will stay still. After I take my bracket of 9 or more quick shots and if the subject is still there, then I take my time recomposing to shoot more.
I use Dynamic Photo HDR to generate my HDR images. I then use Topaz Labs software to add the finishing touches.
I hope this helps.
"Looking the other way."