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There is no right or wrong answer here.. It depends on your preference.
I usually start thinking with a pencil and a piece of paper, I then take this to sketchup as it is easier and faster to make forms and3d volumes, I then take that to3ds max to get a better lighting and rendering.
After that I reverse the work flow, by exporting3ds max files to sketchup, clean things up and then to autocad for detailing and shop drawings.
But this is my workflow, you can have a different workflow that suites your needs.
Well, if you start from concept design then I would prepare doing it first in max, then if necessary move to cad, depending on what is required. But max alone can do a lot to produce complete architectural presentations including floor plans & section views which are usually done in cad. But on top of this, though this is not part of your question, I would recommend you try BIM software, no more working back & forth, jumping from platform to another.
If you want more accurate work and saving your time start your drawing with autocad architecture,because autocad architecture is similiar to BIM programe but its more easy,autocad arch have a larg library integrated with it (windows,doors,walls,furnitures,etc .. ) no need to make any3d drawing because same2d drawing its actually3d,just chang to3D view,autocad architecture have a good rendering but not professional as3Ds max,anyhow its easy to export your autocad arch drawing to3Ds max so you can add materials and make a final rendering.
if you want to make MEP design, simply you can use autocad MEP its fully compatible with autocad archiceture drawing,and its support latest mechanical and electrical devices integrated with a larg library of MEP equipments .
for more :
http://www.autodesk.com/products/autodesk-autocad-architecture/overview
According to me , In interiors mostly i start with3Dmax and maybe i need some shapes and dimensions from CAD ........But in exteriors i always start from CAD to give me the right out-dimensions and lines then i use3Dmax
I'm into product design and engineering (not architectural), so I basically start with a few sketches describing my product then try to have a top , a side and a front on paper, then I jump directly to CAD.
1) I scan the sketches and orient them inside my CAD system then I start tracing and refining them in there.
2) Once I am satisfied with the2D, I start3D modelling based on those contours
3) When the model is semi final, I export the CAD data to my photo real rendering client and generate basic renders to check that things are going alright. Photo real rendering is great because it sheds light on different aspects of the model so I get to realize flaws in an earlier stage, though, I can do corrections before it's too late
4) Once done with the preliminary result in the photo real rendering, I go back to CAD and reengineer the product, fine tune for manufacturing and build a final one.
5) The final product is then sent again for photo real rendering client to generate final renderings.
6) In the meanwhile, I start generating2D CAD drawings of the very same models that I already sent for rendering. I do this in my CAD system because I can generate the technical details on the go. Some like to use other CAD clients for2D work, but for my kind of products, my software is more than capable.
I also want to point out an important thing: My approach works best for me and for the type of products I do (Plastics, bottles, electonics packages, consumer products ... etc). It's not a standard product design process but in most times, things are always CAD dependant. The looks and power of rendering is vital for me for presentation and product visualization and study, but it's not where things start and end.
I use the very same3D CAD data for prototyping, FEA , tooling and machining. The benefit I get from starting in CAD is a shortcut for me as I keep multiple versions of the models for different type of applications way ahead of reaching a final version.
Sometimes, I use a basic model that lacks details in doing basic FEA analysis to verify that my product is well within the engineering constraints that I have. In some projects, I use the basic3D models for machining a small prototype to show to my clients, research and so. Sometimes, when my products are produced by molding, the basic models are ideal for being used for tooling (core and cavity, splits ..etc)... Rapid prototyping too ..etc
Best luck
I usaully start with pencil and then I take my design to3ds MAX. When I finish my3d design I take it into AutoCAD to check the dimentions and then take it to VRAY. When the renders are finished, I finish the design with taking thing to AutoCAD to give dimention to things.