The many point-and-shoot cameras are also fixed-aperture (they use an NDF in bright light rather than adjusting the aperture).

Depends on the style of HDR; if you want that post-appocolyptic look vs a just a well exposed shadows and protected highlights look. Shooting ETTR will allow for the shadows to get extra exposure while using the highlight recoverability of a RAW file to protect the highlight. Each camera sensor is different, so you have to practice with your camera to see how much you can push the exposure before unrecoverable clipping occurs. Obviously, the camera’s preview will looked overexposed, so people you show it to will think you’re crazy.

A 'poor persons' HDR can be done with ONE good photo. Load it into a decent photo editor, and adjust the exposure down two stops and save it, then repeat again but up 2 stops. Now with the 3 copies, run it through a HDR generator. Not as good as bracketing directly in the camera, but can yield acceptable results.

Even if you don't have/can't use a tripod , software stabilization is pretty good for handheld use. And there are a few ways you can pull that with OpenCV, so it's not that expensive editing software is involved (of course, Photoshop has it, and in a "photographer friendly way").

I've combined hand held bracketed shots. There are problems at the edges of things due to slight shifts in location and parallax but this can be handled in photoshop and HDR (I used to use Photomatix) does a good job at removing ghosting and edge artifacts.

That only works if you're shooting RAW. And even then all you've accomplished was a convoluted process to achieve the exact same thing you'd get in Lightroom by adjusting the Blacks and Whites sliders, and dragging the ranges horizontally in the histogram.