I first thought it would be easiest to model in Sketchup, then import to Max, but now I find my self modeling straight in 3dsMax.
Once you model in Sketchup, import into Max, then cleanup the geometry, the time ends up being about the same if not longer than if you started in Max to begin with. Another bonus is that if you model straight in 3dsMax, you can maintain some of the operability of the stack to edit geometry as needed.