Now it seems like the time has come where cameras start to make the HDR photographer's life easier. From what I read so far, the Pentax k20 and K200 are the first two digital SLR cameras that can compute under- and over-exposed images out of a picture and combine them with a built-in HDR algorithm.
The little Ricoh CX1 (which is supposed to come out in March) is the first compact camera with such a feature. It actually has two different ways to create HDR images: Either from one shot, or from an exposure series.
I'm curious what these first-generation built-in HDR features will be able to produce. The Ricoh has a huge zoom range (28-300mm), and interesting sounding things that I have never heard of, such as "Multi-Pattern Auto White Balance" and "Multi-Target Auto Focus". I'll keep an eye on this one.
Here are my sources:
About the Pentax SLRs.
About the Ricoh CX1.