The Tips in detail

 "Use atmospheric effects - with care!"

You will have to use atmospheric effects (aka: "atm-FX") for several reasons. There are cases where using atm-FX is not indicated, but if you look around you will notice that almost always at least some slight haze or fog is present, even in enclosed rooms. Volumetric lights are omnipresent in night scenes within an atmospheric environment and even in space there is some faint dust. The problem is that using atm-FX in many cases more than doubles the time needed to render your scene. Don't forget that fogs affect every color and light and keep an eye on the volume light's multiplier and density settings.

When using volume lights you should remember that the cone's color and brightness are calculated into other lights within your scene. This might lead to effects where objects receive light from volume lights although those volume lights do not touch that objects at all.

Using Volume Lights you should include some noise in their glow. To get most realistic results, you might be in need of more than one Volume Light shooting off from a certain point aiming at another, each using different noise settings. When animating, play with the wind settings.

It is a must to really understand how attenuation works on Volume Lights. Remember, that start and stop values refer to source-to-falloff-start resp. -end ranges.

Using layerd fogs, you might want to combine several of them. Distances in the setup always refer to world coordinates.