Easiest way to fix pokethrough: shut off visibility on the offending body part.  if all of a hip or thigh is going to be hidden behind a pair of pants then simply turning off the little eyeball ensures there will be no pokethrough.  Rule of thumb - if you cannot see it it should not be visable (unless it's casting shadows into the scene).

The 'vague brushstrokes' may be a shadow bias problem.  Try increasing the shadow bias on your lights that cast shadows just a little bit.

On postwork - DAZ Studio does not do volumetric or atmospherics (yet). Any sort of atmospheric perspective or volumetric lighting will have to be done in post.  Beyond that, you can get very good and realistic renders out of the 3Delight engine, with praatice and knowledge.  Much of my postwork consists of combining seperate lighting passes (out of convenience more than anything else) and adjusting the levels of the render.  D|S does tend to render Dark.

Regarding 'realism' great lighting is the best place to start.  CG generally looks 'CG' because there is not enough light in the scene.  Also mastering the surfaces panel is key.  After that get Omni's HSS or pwSurface2 and learn to use those.

A 'shader' as has been said, is the code that tells the render engine how to render a surface.  Different shaders expose different functionality and have different default modes.  Generally more 'advanced' shaders expose more and more complex functionality - all of which will increase render times, of course :)

Hope that helps.

--michael