Attached Link: http://www.derby-vi-service.demon.co.uk/pictures.htm

Assuming you have all your volumetric settings correct, its still a bit like the real world - how often do you see beams of shadow streaminig off the top of mountains at sunset? I find I have to play with settings a lot in order to get volumetric sunlight shadows - don't expect to see them against a bright sky for instance. Also - size IS important. How muck volumetric shadow you see depends on how much 'dust' in the atmosphere the rays travel through. I did a test where I placed a terrain in position to get shadow rays, but got nothing. I then enlarged the terrain, and moved it away from the camera, so that it looked the same size as in the first test, but in reality there was lots more 'atmosphere' between camera and mountain, and got lovely volumetric shadows. Fiddle about.