The comp method deffinately has its uses, but if you are rendering things like translucent cloth, reflective windows or fine hair, then putting a background in in Post becomes tedious and difficult.

I liked that with Poser 5 you could render over a background and still get an alpha channel, this allowed for some very nice postwork.  Unfortunately they purposefully changed that in Poser 6.  I know there were a lot of complaints about the change, but I've never checked to see if they changed it back in Poser 7.