I wanted to show a bit of my final process. After I figure out a design I'll block it out in Zbrush and test it in a lit environment in Blender. If the shapes read well then I'll work towards a final render. If the shapes aren't working then I'll try pushing the design as far as possible without it getting too ridiculous.
Once I get everything working I'll look for references for the posing and lighting. After posing and figure out a light source, I'll clean up the base render using Photoshop.
After the clean-up, I'll bring in some photo textures to add details that will push it past the 3d model look. I'll take a final pass with paint to make sure everything looks good and adjust the lighting to focus the viewers attention on a particular area first.
The sketches and early 3d models are just me thinking on digital paper. I focus a lot on the overall shapes of the design first before getting too technical with how things work.
I use these methods for both film and game concepts and hand over the 3d models I've made. This process saves the production a lot of time and the models are often used as test models in game.