When I work through ideas, it looks something like what's shown in the grid below - I'm typically working back & forth between sketches & 3D models in iterative fashion until the concept is resolved.
In general, my workflow is some combination of the following:
a. CONCEPT - Ink Pens + Sketchbook / ZBrush
b. 3D MODELING, RETOPOLOGY, UVs - Modo / ZBrush
c. TEXTURING - Modo / DDo Painter
d. VISUALIZATION - Modo / Octane / Sketchfab / Marmoset Toolbag / SimLab Composer
e. MAKING - 3D Printer / Shapeways / Prototyping House