Compositing stuff? Picking which elements to render out really depends on the project and how flexible you want your comp to be. One thing for sure, rendering the cast shadows separately can be a huge help in a lot of cases. Since Cinema 4D R18, users have the opportunity to use a new Shadow Catcher Material.
The new material was created to fill a gap between setting up a scene to render and actually getting the stuff you need quickly. Using the new Shadow Catcher Material, you can easily catch shadows on a surface, while the rest of the material is just see-through. Shadows will appear in the image, but the rest appears transparent as an alpha channel.
If you are just getting started with Cinema 4D, or R18, Mason has a nice and concise quick tip for using the shadow catcher material to get you going.
A while back, C4D Artist Sean Frangella had a more in-depth look at using the Shadow Catcher Material in R18, showing how you can quickly set up the material to catch shadows and reflections for compositing later.