How many shots do I need for HDR image?

It really depends on the original scene you're photographing. In most situations 3, bracketed exposures at 2EV step (-2EV, 0EV, +2EV) will provide a good result. However in some cases you may need to take more shots to capture full dynamic range available from the original scene. Also, in some situations you may choose to do 1EV step for best quality. For each scene there's an optimal number of shots (sometimes even just one!) and an optimal EV step.