Cinerenders presets are pretty awesome; I am not a huge fan of the Weather Preset names or the background associated with them, but I do love the light and shadow affects these Weather Presets have on the final rendering.
So how do you keep the cool light and shadow casting, but replace or eliminate the background? It is a simple toggle in the detailed settings or the rendering settings dialog. Unchecking the Sky Visibility under Environment > Physical Sky > Compositing will change the sky to match the background to match the default background settings at the bottom of the dialog. In this example it is set to None, but it could also be set to a color(s) or an external image.
Leaving it white, as in the example above, enables a quicker photoshop clean up to add a post production background.