Should I add a sun lamp when using an hdri environment? In experimenting with an hdr environment texture for the World (with Cycles), I do not see very pronounced shadows in my scene even though the image has an uncloudy sun.  I expect my objects to cast shadows because even though the sky is bright, the sun is much brighter.  

For outdoor scenes, is it typical practice to use a Sun lamp in addition to the environment texture or am I missing some other setting?
Depends how your hdr looks like. If there is a bright light source, then you might increase contrast for the hdr. 

Standard setup gives result like this:



If you increase a contrast:



You can multiply or perform any other mathematical operation to get the brightness and the contrast you like.

Also if you'd like to keep the background plate with the original colors, you could mix in original, unchanged background like this: