To light my soldier guy I've used just an omni to back light it and a MR spot to key light, with a mapped sphere to simulate the environment.
Rendering and Post Production :
To render him out, I've turned on the final gather in Mental Ray, and to use in post production, I've rendered a ambient occlusion pass. So in Photoshop, I've used this pass with a multiply blend to get more details in the shadows.
With some other adjustments, here is the final image.
