Makes life alot easier mate, all you need to do is set-up up the character in a scene with all your controls, effects etc and personal lighting rig if required, save it in a sub folder called 'Character Setups' or something like that. Then when you want to bring them into your main scene, all you need to do is go file>load>items from scene and select the setup scene you want. I actually do the same with my environments too and then pull everything into a seperate scene altogether.
Makes life so much easier, especially if you have multiple environments - also makes life easier if you have multiple versions of the same character as you can animate a character and then pull him into a scene multiple times like I did with my tribal dancers. (hoarde of marauding beasts anyone??
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The main advantage though is that from that point on, no matter how much you screw up your scene, you always have a default to return to when it gets too much!
If you want I can show you the kind of thing I'm talking about on Monday.