@HMorton, I've been trying to work out a Blender equivalent of my 3dsmax tutorial, but haven't yet come up with a technique combination I am satisfied with.  I've posted my explaination of the problems with this object in Blender over at the Shapeways Design Forum, but I will repost it here too.

After many, many attempts to reproduce the shape using the Bridge tool in the Loop Tools addon, it seems the function itself is not suited for these kinds of bridging operations. It produces topological errors, and issues with the mesh that take a considerable amount of cleanup to solve. Ultimately, there are other ways around this, including creating the shape a different way, using extrude instead. However, the results are not exactly the same as the 3dsmax version, and tend to take longer.

The problem with the Bridge tool in Blender's Loop Tools addon is that it sometimes incorrectly calculates the interpolation between arbitrary shapes on certain types of topology, and produces folded, or twisted, geometry that can not be fixed through parameter changes alone. You can manually correct this issue by editing the bridge later, but that takes time on an object like this, and defeats the purpose. The Bridge Edge Loop system was never intended to be used with multiple selection faces, and complex connections, which is why the Loop Tools Bridge was created. This seems to be a known problem in Blender, though, as there are plenty of examples of it throughout the community. 

After researching this issue with Blender's Bridge tools, I came across an interesting tool in development, which I don't believe has been released yet, but would appear to solve the algorithm issues with the current bridge operation in Blender. For those of you who may be interested, have a look at Red Triangle's work on a new bridge tool:

http://wiki.blender.org/index.php/User:RedTriangle/Bridge

Scroll down to the bottom of the page to see the example differences. This is the result we need, to make proper bridge connections on an object like the nested dodecahedron. Unfortunately, I don't think this has been released yet. So I need to figure out a different approach, unless there's something obvious that I'm missing to trick the current bridge function into working properly, or another addon that fixes this problem.

As far as Named Selection Sets in 3dsmax; you are right that there is no exact equivalent to this in Blender.  Blender has Vertex Groups, as you know, which are similar in some ways, but only work with vertex selections.  In some cases, Vertex Group selections can be converted to edge or face selections, but this will not always translate precisely to the edges or faces selections you may wish to save.  In the case of this object, Vertex Groups will not work to store the face selections we require.  However, there's another option which does work for this purpose.  It's called Mark Freestyle Face.  I don't have time to explain in detail how to use this feature, but marking Freestyle Faces can be used to save specific face selections, and recall them later in the modeling process.

Here's a brief explanation of how they work:  Select a group of faces that you wish to recall later.  Tap CTRL+F on keyboard to bring up the faces options, and choose "Mark Freestyle Face".  The polygons will turn a unique color, and you'll know they are stored.  This will allow you to define multiple selections on different sub-elements, and you can recall them easily at any time during the modeling process, simply by selecting just one polygon, then Shift+G to select similar, and choose "Freestyle Face Marks" from the menu options.

Hopefully, the improvements that RedTriangle have proposed to the Bridge function will become standard in Blender in future updates, but currently, there's no "easy" way I have found to reproduce this same object in Blender.

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