Yep Skydance is on the right track... And I can barely not step in the same footsteps!
As a 3DS max user, I build the LowPoly model first, freeze it (via the Layer function), and build the HighPoly above it. Take the HighPoly and unwrap the UVW, export the UVW-map with
Texporter, paint it in Photoshop. For normal maps, there is an
Nvidia Plugin to PS that can make it instantly via the texture map. But using 3DS youīll have the [http://download.nvidia.com/developer/NVTextureSuite/3DS_Max_DDS_Plugin_1.0.0827.1100.exe].dds reader[/url] for that too.
ZBrush 3 entirely skips the UVW mapping process (of 3DS/Maya), that you can
paint directly on the HighPoly model, but it takes alot of practice. And it is intergrateable with PS and itīs layer functions.
Thou you might invest in the new
Photoshop CS4, where you can import 3D objects and paint it directly in PS. (This entirely skips any other warez than your favoured 3D and Photoshop

.)
And it is a very good thing to sketch out the model on paper first, that you will get a better feel of how to model it afterwards.
And there is alot of helpfull sites floating somewhere, too...
I'm with you, I usually start with the low-poly and get as much detail out of it as I can.
Also, in terms of Zbrush, yes, you don't need UV's per-say since Zbrush has an auto-UV feature but also note that if you want to touch it up outside of Zbrush or even paint efficiently IN Zbrush you should still UV map it in your program of choice. I found that out the hard way working on a project at work. At first I was like ahhh screw UV's, Zbrush has it covered...then I realized the err of my ways and to properly export your maps like displace, normal and so forth it was always best to UV it first so you could paint, then tweak.