Would help a lot if you could post an image of the cloth pieces you are trying to simulate, as it might be the cloth itself that are the problem. I more or less only use dynamic cloth and from my experience, the quality of the actually dynamic cloth object, plays a huge role when simulating and when it comes to avoid problems. With quality i mean, that the cloth you use, should be careful modeled with the intention of being used for in the cloth room, even though i find it quiet good, it aint exactly bulletproof :).

Since im not sure what cloth you are trying to simulate, ill just come with some suggestions that i imagine could  cause the problems.

1. Make sure that the cloth doesnt intersect other objects before you calculate, if it does, you need to fix that before hand, either with some simple scaling, or with the morph tool, or in a 3rd program.

2. Make sure that you use the correct groups for the different parts if you use groups at all (constrain, soft, rigid).

3. Always calculate the cloth closest to the character first, meaning pants before shirt, if its suppose to collide with the pants.

4. Check that the collision depth and offset are correct for each collide object. (I normally use 0.2 or around that for all parts. But if you have problems you might want to turn them up a bit)

5. It might be that the cloth is not really modeled correctly, and therefore create problems when you simulate them.

But anyway im just guessing so it might not be any of that :D

Not sure if you have tried this, but you can right click the background inside the material room, and choose select all, and then try to press the apply to all. As im not sure if you dont select all that it works. However its a guess :)

What i meant with modeling the structure as one, is to kinda make a floor plane. Maybe you will find that easier.

But what you do is simply start with a plane, where you extrude the edges to form the basic layout of the house, in this case i have colored the walls, and the main door to the house. Which is simply to make it easier for myself to see what it looks like, and you just use the slice plane or cut tool which ever you find the easiest. and simply "draw" in the walls and door openings.

After that you can select the walls and extrude them to the right height, and then once more to create the rest of wall above the doors. Then you have a basic layout, and then you can cut windows the same way, add a roof etc. And then you can start adding all the details you want.

Can you try to take some screen shot with no light source and as a shaded wire frame object (F3 and F4) I think its your model that there might be something wrong with, and without being 100% sure, but it might be the normals that you have gotten turned around, as the mesh doesnt seem to receive any light in the last image, or did you move the light?.

Think you have to be very careful judging a render based on a very few settings. I dont know vue or carrara render very well. And im not a lighting expert my self in anyway. But as a comparison mental ray (3ds max in my case) without any tweaked settings wont create very nice renders either, and im not even sure a raw mental ray render would render as good as any of those images you have posted, and if the settings are "wrong" they will be even worse. However it is very capable of doing realistic renders if you know some about lighting and what the settings should be.
But setting up light, at least in my opinion is really difficult if you aint to sure what all the light and render setting are suppose to be, and maybe know some theory behind how light works.  Especially if you want to set realistic lighting.

But its a fun test non the less, and it could be fun to get some light guru to check it out :) 

Not easy to see whats wrong without a picture, but you can either model the whole structure (Floor, walls) in one mesh. Or you can let the different parts overlap a little and that way close the gaps. Depending on the complexity of the building, and how far you are in the modeling process, i find modeling the whole structure in one mesh to work best.

Not being an expert on creating realistic human skin, but some things that you might want to try out, is to turn down the intensity of the IBL light, which in my opinion is set way to high as standard. And left unchanged will give a fairly strange light. Also you should turn down your min shading rate to 0.5 or lower as you will get more texture details that way.

I dont know the skin material you are using, and whether it have SSS applied or not and im actually not even sure how well subsurface scattering is working in poser, but to make the skin seem alive you should try to add it as well, exactly what setting you should use i dont know.

Regarding your shadows i would suggest that you change the shadow min bias for the light(s) that cast shadow to around 5-10 depending on how soft you want the shadows.

The image below have SSS and a shadow min bias of 7, IBL intensity of 83% and the IBL color change from a white to a warmer human skin color. I have only done it to the actually head skin and the difference can be seen on the neck. And even though this have been done really fast, and there is still a long way to get realistic human skin, i think if you play a bit around with the settings you can get some pretty decent results.

Not exactly sure whats causing that, but it looks like it have been conformed to the wrong body part, or the bone structure in the hair is some what wrong.

You could try to open the bone tool and see what bones its connected to, to see if thats the problem, try to conform it to the figure again, you might have conformed it to a wrong one, or if you know that the hair normally work, simply delete it and try to add it again.

But its only things you might want to try, dont really have an idea how to fix it :)

Place the curtain where you want it to stay, and then create a choreographed group and select the vertexes that you want to keep in place, most likely only the top row.

Without being 100% sure, i think that you can use the clips as you see fit, as long as they aint copyrighted. The character copyright is bound to the use of the character it self and not the images and clips its used in. However its only a guess so might be wrong :)

Its quiet difficult to get a thickness to dynamic cloth, im working on a dynamic set at the moment where i use some thick objects, and it seems to work ok, but it requires a bit of work to get it to behave correctly, but im not really that experience with working with solid dynamic objects yet, that im able to really help you, but to me a cuff can be easily made with a soft decorate, but then again it depends on how you have modeled it and so on. i tried rigid deco as well and to me it doesnt seem to do what they write it should do. But then again i havent worked a lot with it, as i also get those exploding meshes, but its only during the calculation, when it done it seems ok, except that they aint keeping there shape.

But personally im a huge fan of dynamic cloth and its more or less the only cloth i make and use, and think the thickness problem is a minor trade off  compared to the problems with conforming cloth. Think there is way to much dial tweaking and time spend trying to figure out what each of them does, and rarely i think its gets exactly as you want it. But then again i mostly make stuff where characters interact with the surrounding and think thats where conforming cloth really lacks behind. But you can try Phil C suggestion, and add some bump maps can help as well, to create an illusion of thickness..  

Not sure if step 2 is suppose to be the final pose?

Otherwise i would suggest that you decide how long you want the animation to be and start by adding the first pose as in step 1and then add the final pose next. And then work in all the key frames, starting with the hip area as that is where most the movement will come from, dont worry to much about the legs, then get the chest to follow the hip, dont worry to much about the arms either, maybe just move them into a position where you would like them to be, but without being to precise, when you have the chest area moving correctly, then you can work the arms/hands, and adjust the chest if it doesnt work well with the arms. 
When you have that in place and are satisfied, it should be fairly easy to get the legs and head moving along. And then you can finally go in and adjust things where they might not work exactly as you would like them too.