I would really like to have lights that cast shadows, but do not light the scene. That would make shadows more realistic, in that there are often hard shadows when most of the shadows are soft. I want to use Spots for specific shadows, because they can be individually adjusted, and directional for the soft shadows.
To get crazy-soft shadows from the directional, make sure the "soft" is enabled and put something crazy-huge in your scene. That stretches the shadow map, as it needs to cover the whole scene, and the "soft" blurs it to look nice.