When you say you're looking for something "a little different', I think you need to be more specific. How different?

Most of us an environment sphere with equirectangular images, as noted. Over at Daz, Flipmode has made a Skybox that is itself rectangular, but functions like a sphere.

Or are you talking about the terrain -- the thing people actually stand on?

Edit: Or are you talking about using actual PROPS to simulate a horizon, such as hills and mountains?

If it's the last one, there are some potential pitfalls, as the scaling will be off. For example, I once made a very lovely scene with gorgeous, realistic looking mountains on the horizon. It looked great. Until I put some buildings in and rendered, and realized that my buildings were casting shadows on my mountains. LOLOL.

Hence the environment sphere, because you avoid such issues.

Well, to be honest I am able to make the spot the figure stands on. But I am not quite sure how to get it to fade into the background in a way that makes it look natural.

Ah, yeah. You need a terrain that is big enough to reach the edge of your sphere (or look like it does), and textures for the terrain that match the image on the sphere very well. The first isn't too hard; the second is the real challenge. And it's why whenever a vendor offers a matching set that looks good to me, I'll buy it. Other than that, you can cheat by completely obscuring the "horizon" with objects like buildings, rocks, trees, etc.

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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.