I don't. Not with hard surface modelling, anyhow. Here's how I do it, all without the Setup Room:

Make my model in Wings.

Once the model is completed, assuming it's all in separate pieces, I assemble it in Wings. There's a scale discrepancy which I take care of when importing to Poser.

Export each moving piece as obj, map as necessary.

Import to Poser, all options unchecked. PhilC's obj Import Plus is a great help with this.

Set up the hierarchies. Once that's done, select the main part and scale that to Poser size.

Then hit the "Create New Figure" button, wait for Poser to do its magic. New Poser, then load the newly created figure. Save out again, since Poser doesn't (usually) keep the newly created obj past a full shutdown.

Reload, adjust the joints and bends.

Open Cr2Editor and do any other necessary tweaks.

Save.

Simples.

Coppula eam se non posit acceptera jocularum.

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