yeah, good DOF can be hard to achieve with LW's out-of-the-box tools. DigitalConfusion can look great when and if it works, but I had more than one render that's been totally messed up by it. Plus it takes ages to render.
If you're really serious, get X-Dof from
www.evasion3d.com it's pricey but excellent(!!). Best DOF I've ever seen. Also has lots of parameters to tweak and get the look you want.