If you really, really must have full circle on your dx camera then you will have to go for the 4.5mm sigma (£600).
The old 8mm f4 Sigma has been superseded by the 8mm f3.5 which is much better and almost as sharp as the Nikkor 10.5mm fisheye.
Unless you want to do interval shots of the sky (animated hdr skydomes) the 8mm fisheye is much better. Higher resolution results, much sharper captures and easier to stitch due to less distortion.
Whether you make your shots hdr prior or after stitching is down to preference or the software you use. I usually do it after as patching out the tripod & other clean up is easier on an 8bit or RAW image.
I use realviz stitcher unlimited for stitching, photomatix for making hdrs & photoshop CS2 for patching etc (when I upgrade to CS3 Ext I will most certainly make the shots hdr prior to stitching as the workflow is a bit quicker). I use a few other tools to make life easier too.
I seperate my shots into exposure sets and batch em through stitcher.
I use cubic converter to make the panos into sets of 6 cube faces then patch/clean up then reassemble in cubic converter before batching in photomatix. - all the above software can batch tasks which means more coffee & less work
There are plenty of cheaper & even free alternatives but I like the software above.
Don't get a bendy tripod!!! I have a Manfrotto 055Pro and it is like a rock. It doesn't move unless I trip over it. That said use a remote release!! any flex will settle between shots & the stitching software can compensate a little. A lighter alternative is the Manfrotto 190xb pro £90 Don't use carbon fibre too bendy!!!
If you are local to London send me a PM and I'll take you out to practice with my rig before you spend any money!
I have a job coming up in Greenwich Park & could do with a hand
BB