3d-Palace.com - Fantastic resource for both free and commercial tutorials regarding the usage of Max, Maya, XSI, C4D, Photoshop, Zbrush and more.

3D Total - The CG Artists Homepage - Full of great resources including tutorials, galleries, textures, and models. Also has a great forum for getting answers to difficult questions.

CGarchitect.com - the leading online 3D magazine for architectural CG artists and architects who specialize in 3D computer graphics and illustration for architecture. CGarchitect.com also features daily 3D news updates, 3D image galleries, interviews with industry 3D Professionals, a 3D user forum and much more

CG Channel - CG Channel is an online magazine dedicated to Computer Graphics and the world of Visual Effects. Updated every day of the week (and very often, during the week-ends)

Using HDR images in 3ds Max 6 -  http://www.3dkingdom.org/modules.php?op=modload&name=News&file=article&sid=431

 

Using HDR images in finalRender Stage-1 - http://www.zoobox.co.uk/tut-usinghdr.html

 

Using HDRIs with Max and Brazil - http://www.splutterfish.com/gabry_hdri_tut_tmp/index.htm

 

Cinema 4D R8 Tutorial using HDRIs - http://www.maxoncomputer.com/tutorial_detail.asp?tutorialID=241

 

Video instruction use of HDRI with Modo 201- http://content.luxology.com/modo/201/video/HDR-Lighting-modo201.mov

 

Video on using HDR images with Vray - http://www.keyframer.dreamhosters.com/downloads.htm

 

General Guide to HDR Lighting -
http://www.max-realms.com/modules/tutorials/guide_to_hdri_lighting.php

 

Lots of great tutorials, including some regarding the use of HDRI - http://www.3dtotal.com/

 

Using HDRIs with Vray - http://www.vray.info/search.asp?categoryID=7&s=hdri