'HDRI on a dome light' is about the laziest and least art directable way of lighting anything, but there's no denying its usefulness as a starting point because it allows you to generate a whole world of reflections and lighting irrespective of what else is (or isn't) in the scene. But the artists producing really good work will rarely be relying on that alone - they will also have a lot of skill and experience in setting up photographic style lights and cameras, reflectors and shadow casters, daylight systems and the more art directable / physical ways of lighting things. That is not to say that sometimes the ideal lighting won't be very simple, but you should definitely learn all the light types in your renderer of choice, and how to set them up realistically so that you have maximum flexibility with your approach.
CBR