Some suggestions
Simple DOF looks ugly because of the lack of transition from sharp to blurry, and how it makes things look when the blurring isn't raised to a certain amount can also look ugly, so try using Super DOF and left clicking on an object to focus on, then adjust the blur amount to something relatively small like 0.500 - 1.000, Simple DOF seems like something a video maker would use for DOF because you can move while it's active, unlike Super DOF, which is meant for pictures
Then there's FOV, never use the default camera FOV, it makes pictures feel too video game-y and makes things near the edges of the screen all stretchy, try backing up and zooming in to get a more cinematic feel as well as figuring out what camera angle works best
If your scene only consists of a ragdoll or two, try focusing the screen on them so there's little of the empty backgrounds to see, empty backgrounds could take attention away from the point of your screenshot or just make the picture look boring
On the topic of focusing the Super DOF blur, you should focus it on important characters in your scene, like the first picture, Alyx looks to be the more important character, so i think you should focus the blur on her, but don't use too much blur that Breen's body is too hard to make out
The second picture, the blur should be focused on the Metrocop since the Heacrab is already fully visible, and the third picture, i think you had the right idea focusing on the corpse, so i'm not very nit picky about that