ho boy..and all this while standing on one foot?..;) Ok, stock answer (actually this question comes up a lot..;)
First you need a modeling program, such as Anim8tor, Wings 3d (both free), or you can go whole hog and get packages like Maya, 3ds Max, Rhino, Autocad, Lightwave, etc., can do amazing things, considering their amazing prices..;)
You can start of with simple things like helmets, shoes, paldrons (i.e., things that don't flex or are dynamic), sometimes I have the feeling that many clothes are just painted areas of the character.
To be honest, if you have Version 5 of Poser, there's a cloth room; not sure what it does, but maybe that's where you can do some of this (still on 4..heck, I'm still using 3..;)
Drop by the modeling forum under Topic forums, where modelers meet and ask questions..depends on how complex you wanna get. You might look at how some other things were put together..good place to study.
There are a boatload of tutorials out there, and I'm sure the following posts will point you in a few places. I've got a little list in the 3d links forum, with a few of them. Good luck.

I wish I'd said that.. The Staircase Wit

anahl nathrak uth vas betude doth yel dyenvey..;)