Exposition should not change. Lock exposition or keep the shutter button half pressed when you shot.
Ideally, use a tripod perfectly horizontal
As far as possible, the camera should only do a rotation, without translation
It can be interesting to use the camera in portrait mode, to increase the vertical field of view of the panorama
It is also possible to do multiple rows for even larger vertical field of view
Single image dynamic range enhancement (aka Fake HDR, Pseudo HDR, HDR from single picture):
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Create different bracketed exposures from the RAW picture, and use classic HDR software then
Gimp (select image areas with Colors/Filter Pack and change Brightness-Contrast)
VirtualDub (Windows)
AviDemux (Linux+Windows)
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If the photo is dark like stars, you should take a dark frame to subtract the pixel noise. With Gimp: open the image, open the dark frame “as layers”, in the Layer dialog change the mode to “difference”, flatten the image and save.
Possible with Canon cameras and the CHDK firmware, don't know for other cameras.
Lightning shooting
Videosurveillance
Remote shot trigger
Wild animals shooting
Averaging a lot of images to remove noise. You can also keep pixels with some characteristics (eg brightest pixels to keep stars and see their movement).