You can take a better lock at the ligand inside the binding pocket.
Or you can make this picture which looks kind of cool, I think.
This one shows the opening in the outside surface.
Two commands to mention are:
Changing the transparency of an object ("cha"):
set transparency, .1, cha
I can never quite remember the syntax for that.
Pymol has a nice way of parallelizing the rendering. The downside is that this will stop the whole system. If you want to keep working while rendering in a multicore machine, you can change the maximum threads:
set max_threads, 1