For a three-way, you do not buy two. You take the second switch out and hang a battery remote where it was.

A three-way needs one dimmer and one Pico, not two dimmers

Lutron’s instructions are explicit that the mechanical switch has to be removed so the Pico remote control can be installed. Put the wired dimmer at whichever of the two locations is more convenient, and at the other one take the old switch out of the circuit, cap the conductors safely, and mount the Pico over the box with its bracket and a wallplate. The Pico is battery powered and wired to nothing at all. The traveler conductors between the two boxes end up unused. If your controls have a blue wire, Lutron says to cap the blue terminal when there is no mechanical three-way switch, and specifically not to connect it to any other wiring or to ground. For three or more locations, follow the separate multi-location instructions rather than extrapolating.

Having a neutral changes which model you should want

This is the inversion that write-ups usually get backwards. The no-neutral models exist so Caseta can go into a box that has nothing to power it, which is a genuine advantage in an older house. But where a neutral is present, Lutron strongly recommends the models that use it, because a device with a proper supply behaves better with low-wattage LED lamps and fixtures. Their support material also notes that connecting the neutral can resolve problems associated with minimum load requirements. So check the box first, and if the white wires are there, buy accordingly rather than defaulting to the famous no-neutral part.

The model numbers encode the answer, and they are easy to mix up

Getting this right at the point of purchase saves a return. Without a neutral you want the PD-6WCL dimmer, rated 150 W of dimmable LED or 600 W incandescent and halogen, or the higher-capacity PD-10NXD, or the Diva-style DVRF-6L, or the PD-5WS-DV switch. With a neutral you can use the PD-5NE dimmer at 250 W of LED, or the PD-5ANS and PD-6ANS switches, where the NS in the model number stands for neutral switch. Note the PD-10NXD treats the neutral as optional except with magnetic low-voltage loads, LED drivers and power modules, which is exactly the kind of exception that is easier to read now than to diagnose later.

If it is completely dead, reverse the black and red before you return it

This is the most useful troubleshooting fact Lutron publishes and it saves a lot of unnecessary returns. The black wire goes to line and hot, the red wire goes to the load, and the product simply will not work if those are reversed. Lutron’s own advice is that if the dimmer does not work after installation, reverse the two wires. A dimmer that does nothing at all reads like a faulty unit, and far more often it is a polarity swap in a box where the existing wiring was not the colors you assumed. Kill the breaker, swap them, and try again before packing it up.

Flicker is almost always the bulb, and Lutron publishes the list

Dimmable LED is not a standard so much as a claim, and the range of behavior across bulbs is enormous. When a newly installed dimmer produces flicker, buzz, a limited dimming range or lights that will not go properly low, the first thing to check is the bulb rather than the dimmer. Lutron maintains an LED compatibility tool listing bulbs tested with these dimmers, and matching your lamps to it resolves most of these complaints. This is also where a neutral model earns its keep, since a device with a proper supply copes better with small loads. Check the list before you buy a dozen bulbs for a room.

Breaker off, and know when this stops being a homeowner job

This is line voltage in a wall box, which is a different category of risk from the 24 volt thermostat wiring elsewhere in this section. Turn the power off at the breaker, not at the switch, and verify it is dead at the box before touching a conductor. If there is no ground wire present, Lutron says to cap the green wire and that a ground connection is not required for the dimmer to function, while noting that local electrical code may still require one. If you open a box and find aluminum conductors, cloth insulation, a box with no ground and no obvious neutral, more conductors than you can account for, or anything scorched, that is the point to stop and call a licensed electrician rather than working it out.

You need the Smart Bridge for the smart part

The dimmer and a Pico remote will happily control a light between themselves with nothing else present, which surprises people in both directions. What that pair does not give you is the app, schedules, geofencing, scenes or any voice assistant, and those need the Smart Bridge on your network. It is worth deciding up front whether you are buying a wireless dimmer or a smart lighting system, because the answer changes the shopping list. The upside of Lutron’s approach is that the devices talk on their own radio rather than joining your Wi-Fi, so a house full of them does not become a house full of Wi-Fi clients.

Survey the whole house before buying any of it

The two decisions above, neutral or not and how many locations control each light, are per circuit rather than per house, and a typical home is mixed. Walk the house with the breakers off, take the plates off, and write down for each switch whether there is a neutral, how many locations control that light, and what the load is. An hour of that produces a shopping list that is right the first time. The alternative is the common experience of a weekend project that turns into three trips, because the hall light turned out to be a three-way and the kitchen box turned out to have no neutral.