I wanted to show a real difference in mood between the Lego world and the real world, and so I decided to make the real world scenes black & white and add a grain effect. I followed this tutorial on how to add b&w adjustments, and then played around with the settings until I came up with a result I was happy with.
After trying a few different grain effect techniques, I settled on using a preset from Video Copilot (http://www.videocopilot.net/presets/fast_film_grain/) that I was happy with. I also then added another of their presets to add a fade in to the start of the video. I like the gritty, rough look these effects give to my footage, and think it will give good contrast to the bright, vibrant Lego world.