Blender lights a scene from an HDRI through the World shader rather than through an object in the scene, so the same panorama lights the render and appears as the background. The files below are sized for that World node workflow, from lighting-only resolutions to 20000x10000 for a visible sky.
















































Cycles path-traces the panorama directly, so reflections and bounce light need no extra setup. Eevee rasterizes the same World node setup, and its ray-tracing options recover most of the same lighting behavior.
A 4096x2048 to 8192x4096 file is enough when the HDRI is only lighting the scene, since Blender resamples the World texture for GI at a lower internal resolution regardless of the source file. Use 16000x8000 or the 20000x10000 files when the sky is directly visible in the render, so clouds and the horizon stay sharp.
An HDRI with an unclipped sun disc keeps the sun's real brightness instead of clamping it to white, so Cycles can trace a sharp shadow from the World texture alone. 52 of the outdoor HDRIs on HDRI Hub are unclipped, and none of them need a separate sun lamp added to the scene.