Do you recommend a particular EV step when shooting HDR?

We recommend 1EV or 2 EV, depending on actual contrast you have in original scene. In most cases shooting at 2EV will do a good job, however there could be cases when 1EV step is the best.

For example if the scene has a little bit higher range than your camera can capture, 3 bracketed exposures at 1EV step may produce a better result than same 3 exposures taken at 2EV step. This is because, if we take the underexposed shot, given the original dynamic range, the -1EV exposure may be able to capture highlights with better noise definition than the -2EV exposure in the same conditions. For the overexposed shot, the +1EV exposure may do a better job than the +2EV for capturing shadows (again, given the original dynamic range) due to a less veil from lens glare that happens on longer exposures.