Ah that's the secret right? heh actually i just bring most of my stuff into zbrush even the low poly and append it as a subtool usually ot make sure everything fits where i want it to. then you go into the light settings and click on the shadow option and bump up the rays from 100 to 250 so they don't look like seperate shadowy dots (which is how it looks by default). then you can adjust teh anti-aliasing in the rendering option and increase the edge slider to something higher to eliminate the pixelated border. hmm maybe i will do a quick visual version to make it easier to read.
it takes alot of personal motivation to make any form of art and depending on your learning style both are good options. Personally i did both, i went o college for a little bit to get me introduced to the programs but then i met up with a group of very talented doods and we kinda grew our art up together.
there are many programs i used for the hi poly model i used zbrush to sculpt it out and for the lo poly i used 3ds Max. for textures i use photoshop and i used xnormal for generating normal maps for combining normal maps for finer surface detail i use crazybump. not all these are necessary of course but they do improve workflow.
and one more question, what program do you use?