Might sound like an obvious point, but others may benefit..

The HDCDs I have do sound very imprssive for the most part. Another good example of the limits of 16 BiT revealed by a higher resolution etch.

Ebay has lots of HDCDs to choose, but beware of the issues from the far east which have extra tracks tacked-on. Most of them come from dodgy sources (somebody ripping a regular 16 BiT cd to their computer and then copying it with an HDCD decoder. I've heard stories of them not being from the original source and having major editing glitches).<ul><li><a href="http://cgi.ebay.com/Pink-Floyd-The-Final-Cut-HDCD-24bit-Gold-2-CDs-Sealed_W0QQitemZ170185542081QQihZ007QQcategoryZ307 QQssPageNameZWDVWQQrdZ1QQcmdZViewItem">Here's an example of a 'suspect' HDCD from the far east</a></li></ul>

hdcd doesn't seem to me to sound any better than a really well engineered standard cd

There's a few factors to consider. Quality of the HDCD decoder, how revealing the system is (particularly speakers) and how much of an improvement you are expecting.
Obtaining really well engineered CDs isn't always easy. Many are, lots are not.

What's nice about HDCD discs is in most cases a lot of effort has been put into offering a sonically rewarding product for people who have the systems that benefit effectively from this.

I wouldn't say it's worth just buying HDCDs because they are HDCDs. Many 'audiophiles' will do this (same with SACD and DVD-Audio). HDCDs are best bought by accident. Find a CD you like and if it's on HDCD it's a bonus. In my experience there isn't always a choice. It's either HDCD or it isn't. Many are re-issues with the original 16 BiT offerings having since been discontinued.

It's usually a crap shoot as to whether a regular 16 BiT redbook CD has had the same care and attention paid to it's sonic attributes.

Some artists known for insisting on their titles being available on HDCD are:
Neil Young
David Byrne
Pearl Jam
Natalie Merchant
Joni Mitchell
Beck
Van Halen
Beach Boys