Originally posted by Na Horuk 1, 2, and 3 are getting stronger. Try taking a photo at HDR 3, it will look very "flat" (everything just grey, no contrasts). Usually you want to use Auto or 1 if you want tasteful results.
The +/- range depends on what the scene in front of you is. If the contrasts are big, use a bigger range, if the contrasts are small, use a smaller range.
Auto-align.. you probably want to use a tripod and timer/remote for HDR photos anyway, since any handshake or change between the frames will look odd in the final photo. This is the reason why using 3 frames is enough for most, and why you often don't want +/- 3. It is too much and the photo looks like 2D watercolours or something. HDR is best when viewers can't even tell it is HDR. Tonemapping can do a big part of this by itself.
I personally would advise you don't use HDR, just normal jpeg, but you can enable Highlight correction and Shadow correction. These two together should be enough for most scenes. For real HDR, most photographers prefer to use bracket exposures and do the HDR combining of photos on a computer. A specialized software with the resources of a whole computer will probably give you better results and more options than the in-camera stuff. I only use in-camera HDR in the special mode SCN - Night HDR, for on-the-fly night time HDR photos (using a tripod, or at least putting the camera on a stable base).
Thank you Na Horuk!
So for a natural HDR, Auto or HDR 1 at +- 1 is best right?