Mi Marc,
I have found that Poser integrates very well with both Bryce and Truespace. I do all my modeling in Truespace. Saving in COB format I use 3DExplorer to convert to OBJ for Poser to import. Whilst this program is no longer free I find that it is well worth the money. Another very useful (and free) utility that will perform the task is called Compose
For texture work I use Adobe Photoshop. The full version of Poser comes with the texture templates which will aid in the creation of your own custom skins/textures.
Clothing... yes we do clothing. Although judging from some of the posting, the lack of it is more likely the case :)
Poser figures have several facial morphs to allow a wide variety of expressions.
The new Michael and Victoria figures are higher resolution Poser models with greater detail and flexibility. Well worth the money but not essential if you are just starting out.
You are able to create your own characters by customising the existing Poser models (and by loading any third party ones), but Poser is not a modeling application. You can not form new mesh with it.
I hope that in some way this answers your questions, welcome to the world of Poser :)