Hey Derrick,

 yeah using Z-Brush is awesome for adding in a lot of detail or modeling something out that would be hard to do inside 3dmax. There is a way to unwrap Z-Brush OBJs inside 3dmax, but you can't always use this process. Take a look at the Z-BrushRockCreation videos to see how Jason made a rock inside Z-Brush and then unwrapped it in 3dmax. The other way you can unwrap Z-brush models would be to take them into Topogun and make a clean mesh on top of your old model and then render out the UVs.  

 For your question about when to use Z-Brush, I would say use it whenever you want to add detail to something or  want to make organic shapes. Did you ever make super high poly models inside 3dmax and then render them to textures? For example the architectureDetails video, where you can make something  high poly then bake it down to a texture. then it can be placed on a single plane.

 You can use this same process on models. Where you make something inside max and then export it as a OBJ to Z-brush. Then model it out in Z-Brush by adding all kinds of details, like chipped edges and trim. Finishing it by taking it back into 3dmax and render it on to your original model by way of render to texture. This way you get clean low poly models with high detail normal maps.

Here you can see a wall piece that I have made for my next scene where I made the low one inside of max and then went to Z-Brush to add the detail. You can see the Mesh after it went through Z-Brush and it is all disorganized. But I render it to the low poly UVs.

Hope some of this helps.

-Sheldon