I think you'll find that Vray is a superior rendering engine to what is found in Cinema (although Cinema is very good as well), but Vray just has a lot more features. The new build has some extensive geometry handling capablilities, as well as built-in dynamic fur/hair, etc. Bear in mind, you'll need a basic understanding of "render theory" before engaging Vray to perform at it's fullest potential, but the same holds true for any high end raytrace engine. I'm not sure what you mean about the poor result of close-up quality. Vray handles OBJ just like other renderer would. It's the obj import settings that determine the quality (smoothness) of the mesh in the app, and ultimately the materials/lighting you use plays a big part in how good the final render will turn out (just like any other renderer). Loading a PZ3 scene into Max via a plugin renders with no problem in Vray as well.

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Tools :  3dsmax 2015, Daz Studio 4.6, PoserPro 2012, Blender v2.74

System: Pentium QuadCore i7, under Win 8, GeForce GTX 780 / 2GB GPU.