Wouldnt say I have extensive experience–but to answer your questions–we just calculate our sims on our workstation. Its usually not too bad–maybe a few hours at most. If its a super long sim we might run it overnight. If you are going to be doing it regularly, buying a dedicated system sounds like a good idea.
You definitely need to bake before sending to a farm. We’ve had varying degrees of success with the xp cache object. It will usually work when set to “internal” but if your file size gets into the several gbs as a result, you would want to bake to an external file sequence. This is the area where we sometimes have trouble getting a farm to see the sequences. I believe there was a bug with xp external cache objects and TRS but haven’t tested in awhile to see if its been fixed.
There is one bug that comes up occasionally when xp-caching out particles that have geo assigned to them via the xp generator object. If the geo is set to render instances, sometimes the farm will give back erratic results (particles missing in some frames or in shifted positions). Switching to straight objects will fix this usually but will bog down the file. We will usually give it a shot and see if RIs work on the farm–sometimes they do.
If there is any skinning involved, we’ve found it much more effective and controllable to bake to an alembic file rather than xp-cache. Big files but smooth playback and there are retiming controls if you need to tweak.
We are finishing up a shot now with over 50 baked alembics (from xp skkinners) and it worked great.