Your camera can do more than +/- 2 EV, I take it?

For that matter, what's the difference between stepping the EV, and stepping the shutter speed?

Since my camera only does +/- 1 EV when doing triple brackets, I've been cheating -- I do one set of brackets normally, then step the shutterspeed up or down and do another set of brackets.

I wonder if you'd have been better off doing 5 shots at +/- 4. In other words, I wonder which is better... having more datapoints, or having more exposure breadth.

Yeah, my auto-bracket can shoot up to a series of 9 frames at 1 EV intervals.

There's no difference on manual vs. auto bracketing. 1 EV = 1 stop = 1 doubling or halfing of any of the three exposure parameters: aperture, shutter speed, or ISO. The only difference is how easy it is to control. I usually don't carry a tripod, so usually have to hand-hold the camera in the exact same position through every frame. Much easier to do that if the camera can bracket far enough on its own.

Datapoints vs. breadth, interesting question. Breadth-wise you have to have enough breadth to cover the entire dynamic range of the image. Had I been paying attention at the time I shot this sequence (instead of mad-rushing to reposition and shoot another as the light faded (and the hubby got hungrier)) just glancing at the LCD with its blinking highlights would have told me my bracket sequence hadn't gone far enough. But it is a great question whether every stop in the middle adds something or if it could be svelted down to just a few frames. I'll play around with that.