We present results from molecular dynamics simulations concerning the creation of binary van der Waals clusters under a very large range of possible experimental pick-up conditions. Special emphasis is put on the dynamical processes occurring during and after the "pick-up" of Ne, SiF4, Kr, and Xe by Ar-n clusters with n ranging from 53 to 5000 atoms. Both Ne and SiF4 impurities are shown to normally reside in cluster surface states. For certain experimental conditions, however, both dopants may present transient matrix states. Matrix states are found to be the most probable final locations for Kr and Xe dopants under all considered conditions. We show that the dopant penetration depth crucially depends on cluster size, cluster velocity, nature of the dopant, and buffer gas pressure and that the final result is not always predictable from simple equilibrium considerations.