Success! Finally realized why HDRI wasn't working for me. I remember seeing a short while back a tutorial on lights for Vue by Silverblade. Well, turns out I was creating my HDRI map incorrectly, and should have been saving the file as a HDR image, rather than a JPG. Like, Duh! Loaded that image in back into the scene, and what a huge difference it made. More light, better shadows! This image was done in this fashion, with no other lights.

...Insert some witty or thought provoking comment here...