Probably the most common one used on this site is Photomatix Pro, but there are several others that can do the job equally well. Ultimately only you can decide what one is best for you. Luckily nearly all software publishers allow you to download for free trail period. Honestly thats' the best way to go before spending your hard earned money.
This site, has a quick review of software and links tot eh publisher's sites.
To learn about HDR photography, I recommend "Practical HDR: A complete guide to creating High Dynamic Range images with your Digital SLR" published by Focal Press.
You can get it on Amazon or at most major US bookstores.
Hope this helps.