You might want to take a look at this:
http://fiveprime.org/hivemind/Tags/chdkSome of those are HDR like you mention. Others, like the bird taking off from its nest is taken by using CHDK's motion detection as well as the lightnings. The laser-like lights are achieved using long exposures. On the other hand, whaterdrops are frozen on the air by using fast shutter speeds. You can also create timelapses by running scripts on CHDK that take a 1000 pictures of some event like moving stars.
As for your question about the settings for an excellent photo, I think there is no answer. It all depends on what you want to achieve. Even if a professional photographer tells you what to turn on and off, the question remains: what do you want to accomplish?
IMO, photography is an art, and as such, it is the photographer the one who takes the "great photo" and not the camera or the software. But you rise a very good question: Is there some kind of guide about taking pictures using CHDK? Not only what you can do in technical therms but in artistic.
My advice is to choose one of the pictures in the link and try to reproduce your own version of it. After many tests you will come up with the best settings for that shot in particular and so on.
Have fun!