HDR shop's the way to go for creating your own HDR maps. https://www.hdrshop.com/ THe sites got a tutorial section thats really good. You can use Jpegs etc for ambient lighting (LDR Images) but there not the same as true HDR images. You can also use mental ray to render out HDR images its one of the image formats in the render globals, you can also get a mental lens plug in that outputs as the angular map (think its that!)