>>> do people just create zsphere, create a high poly model and bring it back to maya to retopo?
Some do. I use topogun or ZB’s retopo tools more often. I’m also old fashioned, so I spend a little more time with my base meshes to eliminate the need for retopology whenever possible. I find the time spent analyzing the model and what I want to do up front pays off in the finished result.
I will sometimes sketch a more free-wheeling model from a lump of virtual clay strokes, but for finished work, I like to have my underlying structure clear in my mind before i begin final sculpting. (My technique is sometimes referred to as incremental refinement in the sculpting books–I start with the macro structure of model and then keep refining with smaller and smaller details only after the bigger details and structures are worked out.)
Other sculptors, notably Ryan K, has excellent skills and tutorials from building up from single simple forms and then refining and retopo-ing as he goes. You should check out his work on Gnomon Workshop.
There really isn’t a lot of right or wrong answers to approaching topology before, after, or middle with Zbrush 3.5. ZB 3.5’s flexible projection tools and retopo tools make it relatively painless to rework topology as you need to. It will become more and more a matter of preference whether to have a well-refined topology first (more of my style) or simplely start with a loose clay “sketch” of your subject and work out the topology at the finish.
I suggest trying both techniques and find what works for you. ZB is so flexible, that it is now your choice–not the software’s. 
-K