Since HDR stahds for high dynamic range you are looking for things that you could never capture on film because they have a lot of detail in the highs (whites) and lows (blacks) that you can bring out with the HDR. Clouds are good because they run the gamut of tones from black to white with lot of detail in all of the areas. Also you can hov little or no movement of anything in the picture or it will be blurred.
Here is an HDR that worked because it picked up the details in the dark bricks and also the whites of the clouds.
