Of course its all in what we like-and not in right or wrong. I tend to prefer HDR and IDL-because it IS closer to natural.

Higher end programs use something called radiosity- which mimics the way light interacts with surfaces in the real world. IDL simulates this effect of diffuse light

http://en.wikipedia.org/wiki/Radiosity_%28computer_graphics%29

Quote - I admit that my light set up is unusual. I usually don't use HDRs on the envsphere. And I have my IDL intensity set at .8 and not 1.0. So I end up using less diffuse light that others artists and so I turn up my lights more. I don't find excessive diffuse light to be natural.