some HDR photos

On our recent trip to Zion Nat'l Park, I tried to experiment with High Dynamic Range (HDR) photography. Digital cameras can't capture in one image the same huge breadth of contrast that the human eye can see, so HDR manipulation takes multiple photos of different exposures and clumps them together to create one picture of much larger range.
When taking the composite shots for HDR manipulation, you're supposed to take 3+ shots, each of which is 2 f-stops apart, using a tripod (so the camera doesn't move). I had our super-slim point-n-shoot, which means that I had no control of f-stops, no tripod, and I only got 2 or 3 shots per subject. Still, they're not bad for the first time out of the gate:

Here are two raw photos...

And the HDR result:

And a few more HDR images

Outside of a general increase in image quality (need an SLR?), my biggest stumbling point has to do with the clear blue/white line in the sky in these photos... Any suggestions on how to get rid of them?