I have recently downloaded the Luxrender and Yafaray rendering engines. Do you know how to use them? Do you know of any good tutorials about shading, lighting, and rendering with those engines?
I personally never have but maybe these will help?
My first question is why are you wanting to use external render engine? You will find most of the same features and workflow regardless of engine and unless there is a specific feature of them you are looking for in the final render you may not get any real value out of it. If you are looking for performance improvements, you may get better results by optimizing your models or animation first before diving into those as that will still help even if you do decide to use them. Something that has served me well is to focus on making things better by simplifying first before making it more complex.
While I can imagine several reasons someone, even a relative beginner, would want to use an external rendering engine I do agree that most everything in other rendering engines like Luxrender are present in Blender's engines.
If one simply wants to try something different than what is in Blender 2.79 then the 2.8 preview is a great place to start since it already includes a preview version of the Eevee renderer which is awesome once you figure out some of its weird things (which are changing kind of often at the moment since its actually not even beta yet its like pre alpha)
In general I consider using external render engines to be kind of a specialized thing but IMHO there is no harm in learning about them and how to set them up and use them. I personally believe that going off on little tangents like trying different rendering engines can lead to a greater overall understanding. It may not be directly practical, but there is a lot one can learn from it.
I remember when I would use Carrara it got Luxrender support, that was pretty awesome, It was a big upgrade from the built in renderer there. Having said that, I'd take Cycles in Blender over LuxRender in Carrara any day but I'm definitely not an expert on this subject.