I always use a textured square for my ground. If you can make the groundplane take a shadow, I've never learned the trick. The shadow you see in the object window is a guide tool to help you position things. 1)antialias: Yes if you want clearer, sharper shadows. Turn it off for faster renders. Also for a sharper shadow you need to set the shadow map for the light to at least the same long dimension of your render. 2)Cast shadows: You betcha.. both for the objects and for the lights.. 3)Background and lights? Suit yourself, be creative.