What sort of rollout settings do you recommend? Do you vary them by position?
This is obviously a hugely important question. A few years ago (around the time Snowie 4.0 came out) I decided to set up an experiment to answer this question.
I selected a suite of 50 positions from various types of games, ranging from opening to back games to races. In each position, the object was to calculate Black's winning chances as closely as possible, as though Black were on roll and thinking about doubling.
I decided to accept the results of a Snowie 3-ply, 1296 game rollout as the correct answer for each position, and then did rollouts using different numbers of trials and different play levels to see which level gave me the best answer in the least time.
The whole experiment took about six months, with two computers running all night, every night to get all the positions solved for all the ply levels and trial possibilities. But the result yielded a pretty clear winner: 2-ply and 648 trials is "good enough". Running more trials and/or going to 3-ply was overkill, while dropping to fewer trials or going to 1-ply resulted in quickly increasing discrepancies with the "correct" answer.
As I say, this was done some years ago using Snowie 4.0 or 4.1. Snowie is now up to 4.7, but I'd wager a similar result would still hold true.
If I were doing a back game, I'd crank the rollout up to 3-ply and keep the trial number at 648. That might be unnecessary because Snowie 4.7 is noticeably better at playing back games than the early versions were, but it's good insurance. For simple positions like races and blitzes, 1-ply rollouts are fineactually unnecessary because the evaluations are extremely accurate as well for these positions.