Generally, the workflow is as follows:
By default, all objects cast and receive caustics, though typically not all have to in order for you to achieve the look you want. To fine-tune the look of global illumination or caustics or to reduce render times, you can specify exactly which objects should cast and, or receive photons. See Flag objects to cast and receive photons.
Combine global illumination with Final Gather for the most physically accurate lighting effects. See Combine global illumination with final gather.