HDR photo of 19,347 foot (5897 meter) Mt. Cotopaxi and Quito, Ecuador, with texture. Images combined and tonemapped in Photomatix, and finished in Photoshop. Click to enlarge.
In case you're new to textures, here (1, 2) are a couple of compilations of tutorials. You'll have to poke through them a little bit, but there are some good things to be learned. Here's a great collection of free textures I sometimes use.
But the best way to create textures is to go out and shoot some and blend them with your photo. Famous HDR proponent Trey Ratcliff will sell you textures and advice for $100 – $400, but there's no need for that. Just go out and shoot your own, and experiment.