Vray lights are area lights so you have to think about how large they are in relation to your scene. If you want soft shadows and if you want the light to wrap around an object more make them bigger. It helps to set up the max units so you know how big you are making the scene from the beginning. Max units and system units should be similar if not the same. I usually set them both the centimeters myself.
Also increase the subdivions within the light to make them less grainy. Both the shadows and the direct illumination will be affected.
Its the same type of calculation as glossyness so lots of subdivs will start to get very slow, I make them around 25 subdivs usually.
Moderator
[Link to www.3dprevis.com]