I'm ambivalent about it myself. I can't decide whether it's easier to match a light set to a background that has a very obvious light source and some shadows (from trees, for example) or to a background for which the light source is kind of obscure.

Just as important as matching light and shadows, though, is getting the gamma and resolution equivalent on both the background and render. Not much worse than seeing a high res but washed out render pasted on top of a dark low res background (or vice versa). A shadow mismatch might be apparent after a few moments of contemplation, but a gamma or resolution mismatch jumps right out of the screen at you.

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PoserPro 2014, PS CS5.5 Ext, Nikon D300. Win 8, i7-4770 @ 3.4 GHz, AMD Radeon 8570, 12 GB RAM.