Well I recently had the pleasure of meeting a matte artist who works at Industrial Light + Magic, and he offered a few tips on what is needed to make 3D look realistic.
One thing of obvious mention is the ambient occlusion render pass (where basically, there's shading around every bit of detail). I was sort of familiar with that, but I never really tried to employ it in any 3D shots of mine.
So, I made this picture as a bit of a test-bed for this. I've just discovered a more efficient method of generating occlusion passes now, so I'll be looking into adding these into my production pipeline.
Set-up and rendered in LightWave 
Passes composited in Adobe Photoshop