Ok, some tips, I do a sort of graphic novel fantasy story using Vue:
http://www.silverblades-suitcase.com/wildspace/index.htm

since I use the same characters again and again, I save not only each model in Vue format, but also, most importantly, their materials!

Since their main apparel doens't change much, to give continuation, I save their materials in specific folders, thus I can load and apply them easily.
I spend a lot of time getting materials right, raw imported Poser materials are crap, for my tastes. Hence my tutorial on that subject:
http://www.silverblades-suitcase.com/tutorials/htm/18.html

Vue can do external and internal renders, and things Poser can't dream of!
http://www.silverblades-suitcase.com/wildspace/characters/characters2realism.jpg

Vue is not a "magic button" that will do everything for you, like any tool, you will need ot learn it.
There's many tricks and tips to help and speed up your work, check my tutorials, GeekAtPlay and AsileFX, plus plenty of users here on Rendrosity and Cornucopia3D etc.

It's taken me 9? or so years of work, going from Bryce ,to Vue7, to get where I am now in terms of skill. Much I've learned lately, and Vue is just such a damned good piece of kit it helps a ton.

I'd EXTREMELY recommend getting Jeremy Birn's book "Digital Lighting and Rendering Second Edition"
http://www.amazon.com/Digital-Lighting-Rendering-2nd-digital/dp/0321316312/ref=sr_1_1?ie=UTF8&s=books&qid=1226466206&sr=1-1
this applies ot all 3D work, not just Vue.
Lighting is crucial.

Vue is not a good model maker. You can make rooms using cubes, "booleans" and terains.
Basically, say you want a panneled door.
make a cube, scale/size it. Then, make cubes to "cut out" where the panels would be.

Terrains are driven by greyscales, so, if You make a greyscale image of a door, it's bump as it were, sticking out of the centre line, that will "Push out"  the door panelling.
Same trick isused in Bryce terrian modelling. You can use 16 bit greyscales for smooth precision.

You cna also use metablobs to form shapes, I used metablobs of spheres, to create this "drool" onthe monster's mouth, them "baked them to polygons" to form one soild object.
http://www.silverblades-suitcase.com/sj/htm/characters.htm

For walls, it's simple, just use a cube and apply an image as a texture map ;)

Hwoever, for most modelling I use "Rhino3D" a very expensive model making package (I got it cheap at college), other folk use WIngs3D (free), Silo (low price), Hexagon (low or VERY low price), Zbrush, Mudbox etc etc.
This is my RHino3D page,showing often how my building work of projects progressed:
http://www.silverblades-suitcase.com/rhino/rhino3d.htm

CS4 Extended lets you paint textures onto 3Dmodels. I have it but not used much yet.

I'm going ot be honest, you have taken a lot on your plate if you wish to learn to use Vue, AND model AND texture.
But you can do so: I did! And so have many others. It is just not something you'll learn over night, as a fair warning :)

Get Vue first, learn to enjoy creating scenes.
CS4 or Extended, will let you do your postwork.
Modellign is a complex issue, btu a very enjoable one for me perosnally, as it reminds me of being younger and making Meccano models etc ;)

If you have plenty of cash another thing to consider is "Particle Illusion", as yet, Vue doesn't have a particle system, which are used ot make all kinds of special effects.
you can fake it, in postwork, or using special objects, etc in Vue, for example, I used an alpha plane with a fire image I bought here on Renderosity to make this pic:
http://www.renderosity.com/mod/gallery/index.php?image_id=1778138

Particle Illusion is added in postwork, sort of like using plugins in Photoshop, over the top of either a sitll image OR an animation (which is where it's so useful).
These pics of mine show Particle Illsuion special effects added for spells and fireballs etc:
http://www.renderosity.com/mod/gallery/index.php?image_id=1744712
http://www.renderosity.com/mod/gallery/index.php?image_id=1667095
http://www.renderosity.com/mod/gallery/index.php?image_id=1607043

You export an image, then load it as a backgorund in Particle Illusion, and apply a "particle effect" over the top. Wondertouch have tons of free libraries of effects you can download for their app.
I'm, lucky I got Particle Illusion2 SE for free on a magazine cover years ago ;)
You cna also of course, use it with Poser or any image from Photoshop etc.

Hope that helps! :)

"I'd rather be a Fool who believes in Dragons, Than a King who believes in Nothing!" www.silverblades-suitcase.com
Free tutorials, Vue & Bryce materials, Bryce Skies, models, D&D items, stories.
Tutorials on Poser imports to Vue/Bryce, Postwork, Vue rendering/lighting, etc etc!