Not much use in external renderers, but I've had good luck using the watermark feature to place backgrounds, skies, etc inside the model and than export the whole scene. Take the extra step out of doing it in photoshop, and you also get nicer edges, transparencies, shadows than having to cut out the background in photoshop to put in a background or sky.
Depending on the background though, it can somewhat limit the scene shots.
(crojack)