Most games I played used fog to hide the cliping distance. This way the player doesn't see objects instantly appearing out of nowhere and the whole thing looks more natural.
This means: lowering the distance in Graphics->Details would bring the fog closer.
The same trick should also be used in "indoor" maps like the Death Realm or The Arena which have long halls.
And if you wanted to simulate dense outdoor fog (like in autumn morning) - you just set the fog very close no matter what the clipping distance is set to.
Anyway, that's what I'd do.