The easiest way is to soften the lighting in your scene. You can use ambient light, omni light, or even a few distant direct spots that aren't focused precisely on the objects in your scene. Turning down the light, changing the color of it, and changing various qualities related to the intensity and heat of it (these options differ depending on the program you're using). You should work on this regardless of whether or not you use the other techniques. Natural lighting that fits the mood of your scene and flatters the objects in it goes a long way to making them look more realistic and create the effect you're seeking.
The next easiest way is to adjust the default surface map. This is the base map that you can apply using whatever color or mapping manager your program includes, that basically lets you select a color from a palette and control the glossiness, light absorption, reflectiveness quotient, texture, highlight and shadow thresholds, and numerous other factors affecting how the map responds to light. You can tweak the settings in the program's color/map manager until you achieve the type of reflective or non-reflective surface you want, though this only really works well with smooth, single-color surfaces.
Using detail maps can further improve the look of your 3D modeled surfaces. This involves importing maps - usually non-lossy bitmaps, TIFs, or TARGAs, though lossy formats like GIFs and JPGs work too - that have been painted with details that you haven't modeled, such as adding fiber textures, colors, layers, and decorations to the surface of clothing. This doesn't actually create any real texture, but it does create an illusion of it that, when paired with the proper lighting and mapped on with the appropriate level of surface reflection, can be very convincing.
Be careful, though, that you don't add highly reflective, glossy light settings to a detail map of something that's typically matte, or use matte settings on a surface that's supposed to be highly glossy. If your shag rug is glossy, it'll look like it's been wrapped in saran wrap. At the same time, if your Ferrari is dull and non-reflective, it'll look unfinished and strange.
Another way to enhance your surface textures is to use texture or bump mapping. Everything that exists has a texture, and even if that texture is extremely small and fine, it affects how light interacts with the object to define how we see that object. Texture and bump maps actually create "real" textures on the surface of a model: cracks in a lizard's skin, the pebbled surface of a basketball, the jagged cracks in a shale shelf, the grain of a weathered piece of wood. These type of maps are widely used to save the effort of actually modeling such detail, and make exponential improvements to the realism of surfaces on your 3D models. They can easily be created in Photoshop, often using a grayscale version of your detail map.
Lastly, using built-in effects such as hair/fur and other surface extrusions can add a little more texture and realism to get rid of that plasticine look. Just experiment with your 3D program's capabilities, try out different mapping techniques, and soon you'll be producing much better-looking models.
