It all depends on the scene in terms of overall brightness, the total dynamic range, and how fine the graduations are between bright and dark.

The wider the difference is between the brightest part and the darkest part of the scene, the further apart your darkest and brightest exposures need to be.

The best way to measure this is to use your camera's smallest metering circle (usually called "spot metering") and compare the recommended exposure values between metering the brightest part of the scene and metering the darkest part of the scene. How many stops difference are there?

Once you have determined how far apart your darkest and brightest exposures need to be then you can decide how many exposures you need based upon the maximum step size between exposures. If your scene is mostly very bright and very dark with no gradual transitions then you can probably get by with larger steps. Something in the range of 2 or even 3 stops between exposures will probably be enough. If the scene has a lot of gradual transitions from bright to dark then you will need the steps between exposures to be smaller. Differences in the range of 1 stop or even less will give the best results.

Since your camera's dynamic range is usually only maximized at base ISO, it also depends on the ISO setting you are using. As you raise the ISO, your camera's DR will be reduced so you will need to use smaller steps between each exposure to capture the same amount of information. For a wide dynamic range scene you can still usually get all of the mid-tones without any gaps by shooting a -2, 0, +2 or even -3, 0, +3 series if you are shooting at fairly low ISO (around ISO 400 or less) and center your base exposure value properly. At higher ISO settings you may need to shoot a -3, -1, +1, +3 series or even a full series separated by only one stop.

Be aware that a single 14-bit raw file may contain as much dynamic range information as a a -3, 0, +3 series of 8-bit JPEGs! So shooting a series of raw shots bracketed at -1, 0, +1 includes a lot of overlap, even with digital cameras that can only capture 10-11 stops of dynamic range. The best cameras today can go as high as 13-14 stops at base ISO. Those same cameras at around ISO 3200 are down to around 10 stops of dynamic range. Not only does this affect the maximum difference between the brightest and darkest details that they can record but it also reduces the smallest step size in brightness that they can differentiate. So a sky that is bright on one side of the frame and dark on the other side will show smoother transition from light to dark at lower ISO. At higher ISO you have a greater risk of getting banding in the same transition.