In Vue you can't have anything rendered without the atmosphere, but that's ok, because, once your image is rendered, you simply click on the alpha render button, and then you have your alpha map so you can cut out your object in a paint program, this is the first method, simple and easy, available for all Vue versions.
Second method is Vue inFinite only, and uses the multipass options. The multipass options can be activated from the render options popup window, and then you can edit the extra passes you want rendered. You can have alpha map per object, colour render per object, etc, etc, BUT every option you check will create an additional pass. The "beauty pass" or the regular final render has to be rendered as well, so this adds to the render time.
To hide an object from render, two options again: In Vue Infinite, simply click the little ghost icon in the object properties tab with the object you want hidden selected in the world browser.
In other Vue versions, put this object or all objects you want hidden on a separate layer in the world browser, and hide it, and in the render options, choose to render only visible layers.
Then when you want to render  your objects rendered, highlight them in the world browser, and in the render options, choose render only selected.
The atmosphere will always render, so you'll need to save the alpha channel to cut it out in a paint program.
If you want an object hidden but you want its shadow in the scene, go to the advanced material editor, and on the upper right corner, tick the "shadows only" box. this has to be done for all materials of the object. This works for all Vue versions.
Vincent, in Esprit, you have 8 layers by default, so this is possible, the Deep access module only gives access to an infinite number of layers, unless they changed in for Vue6, but previous versions had 8 available layers.