There's a bunch of ways to get a background. Yes, you can use bryce, etc., but importing a background photo is cheaper,... or put the photo on the standard square (just use the photo as a texture) , or use Nerd's backdrop (costs but its cheap and very useful), or use any number of available kits to build the world or set you want. Look into transmapped hairs to get rid of the carved wax look. Most of the better ones cost money, but there are some very nice examples for free. Kozaburo's are very nice... see the 'digital babes' link on the sidebar. He's got a great tutorial on the subject too.