Not really, you just need a good map. Most of the HDRIs sold are claimed to be HDR and yet they are just edited 8 bit images. Also, a lot of HDRI vendors are dumb enough to save EXR with wrong gamma, such as Dosch, so you have to pass it through colorcorrect node with 0.455 gamma. Lastly, when opening HDRs, you need to make sure you open them with 32bit depth and def. exposure.