They use a lot of real sets, a lot of practical effects, a lot of real stuntmen. The FX breakdowns of The Boys on Corridor Digital are really fascinating.

Everything just has weight on The Boys. Part of that is the storytelling, where if a motherfucker dies, we know they're unlikely to just be back in the sequel with a wave of the hand-- but part of it is the commitment to making the effects as practical/relatively "grounded" as possible.