Thanks for the responses and especially your comments Emmanuel. I think I understand what you're saying but I'm not sure I now how to do it. That will come with time and more knowledge of photography, I'm sure. I think my DoF was probably a bit shallow (f/5.6).
I've tried tonemapping the image again and got different results. The first one here I also processed a bit afterwards to give mre saturation to the foreground and sharpen the main subject a little. I'm not sure it's really all that much better but it seem to give the picture a little bit more impact.
And another one where I tried something else, tonemapping the image twice. I'm not sure I really like this but I can imagine that for other scenes this might be a useful approach.
Serrator, thanks a lot for the link, that's exactly the type of info I'd been looking for. Have yourself some karma.
As for the issue of AE bracketing, I seem to have found the answer to that. AE Bracketing varies the shutter speed (if you're shooting Av) or the aperture (if you're shooting Tv). So it would seem that the way to go would be to shoot Av and use bracketing of +-2EV (I have a Canon EOS 350D).
Again, thanks for all the help everyone.
*Edit*
Hey, I was typing my message when jfrancho replied with another very good response. Thanks for that, some karma flowing your way too. Just a quick question, what is B&D?