Shoot RAW this will give you more latitude. However chose your RAW converter carefully some have more functionality than others.
RAW dosen't solve all your problems but it can help. If the subjects dynamic range is to high, you may have trouble in keeping the highlights yet making sure the shadows are OK as well.This may be where HDR could help.
Experiment with both, you;ll probably find that you'll end up using combination of both, depending on the subject
Shooting RAW or JPEG don't forget to look at your histogram. It'll tell you if you've over exposed the highlights .