Don't confuse the depth cue in the atmosphere with the depth of field in the render options. The first is quite flexible and can be used with all kinds of textures to give a nice variety of effects, once you get the hang of setting the values for start and end and applying textures to it.... The depth of field is a camera setting really. And the image at the beginning of this thread looks like it was turned on. The trick is getting the right value for the focal distance so that the part of the image you want in focus is in focus and the rest blurs. You can reduce the blurring effect by increasing the F-stop number (and increase it by reducing the F-stop number). This is exactly what happens with real cameras. The lower the F-stop number, the wider the lens and the narrower the range that objects are in focus. And the way to get rid of that graininess is to increase the "pixels samples" setting in the render options. This will, of course, increase the render time as almost any quality-enhancing move does. :-P