There's no difference to it between Vray and Corona but what you're asking is artistic question ?
With HDRi and Directionalight you have to align their intensities, because one can be overpowering each other (but that would only be issue if your directional, like CoronaSun, was so much more intense that you would loose diffuse light in your scene,
producing "super nova" like intense, yellowish look.
It's good to start simple. Also, today, the best way how to get sharp shadow from HDRi, is to use high quality HDRi which has small light source, thus producing sharp shadows as well.