Suurland/Recon: Hard question to answer. I never really have too much problem with burnt-out areas unless I use really extreme lighting. Moving to LWF seems to have solved the burnt-out issue for me, by and large. If I’m working on scenes with hard contrasts and strong sunlight, that may still happen, but saving the images to EXRs with max colour depth generally makes it possible to recover most of the details in the areas that appear clipped, using curves in PShop. You can also do that in the VFB if you don’t mind losing a good deal of dynamic range in the final image.
One thing, though: I almost never use a Vray Sun for the main illumination. HDRIs 99 per cent of the time, also in this series.
Joconnell: Usually, say for a glossy or refl map, I would load a full-range greyscale bitmap and feed it to a colour correction map, where I can correct the ramp and best modulate the effect depending on what I need. The percentage spinner and the RGB values in the VrayMat settings allow for still finer tweaking, especially in those cases where you want the effect to be subtle - which is pretty much most of the time.
Prateek: That’s a relatively basic SSS2 material, based on the marble preset, but with a lot of greyscale maps added to modulate the SSS effect and, importantly, reflections and glossiness. There is also a VrayDirt map for topology dependent aging. You need quite a bit of direct light at a glancing angle for the full effect to show. The sample renders I did for Turbosquid when I put the fireplace up for sale show a much subtler, barely visible effect, due to the very diffuse lighting in my studio setup.
Stevesideas: These lamps are probably too weak to generate much bloom (unless you were to use a very poor lens). The problem here, as you point out, is the post-pro, which made them look a lot brighter, flatter and cooler than they were in the original render, where the volume of the lamps was much more readable and the light much weaker and pink/orange.