Nope, it sounds like you're on the right track there. The Group tool may cause some issues when you go to make your textures, though. Groups are used by most 3D software for multiple purposes, including defining which area of a model is using what projection type. But Groups are super-handy for doing things like mirroring operations, etc.
As for whether what you're doing is "advanced" or not- it's not really a question of that, really. NURBS is a different way to approach modeling operations than polymesh modeling, and comes with advantages and disadvantages:
1. NURBS is far more precise than mesh modeling, generally speaking. It's very hard to do precision modeling operations with meshes, whereas it's very easy with NURBS. For example... you would not design car parts with a mesh modeler- car parts need to be very precisely machined, and the model needs to be very accurate. Mesh models can only be accurate to the scale requirements commonly required by manufacturing processes if their polycount is really insane- we're talking millions here- or if the manufacturing process doesn't require great fidelity.
2. NURBS can do a lot've modeling operations that are either difficult or impossible to do with mesh modeling. Booleans are one good example- while some mesh modelers, such as Lightwave
can work with Booleans, they do this by subdividing the mesh as the operations are performed, which can sometimes lead to sticky situations... or worse yet, a mesh that's damaged or useless.
3. NURBS is generally harder to master than mesh modeling, and is a lot less intuitive. When modeling with NURBS, you must plan your objects out in your mind before constructing your project to a much greater degree than with mesh modelers. Greater precision and easy solutions to difficult modeling operations comes with a price, in terms of speed.
I use a powerful NURBS modeler called Rhino. Version 3.0 + Bonus Tools gives me the ability to quickly build even the most complex geometry, and with as much precision as I want. But for gaming... everything you do is going to be a low-poly mesh as the final product. With Rhino, this means that I've had to re-teach myself a lot about modeling, to get the kinds of shapes I want from my tools... but not have an insane polycount. At this point... I'm probably as fast as most amateur polymesh modelers ever get... but I'm not pro level by any means
GMAX is awesome, in large part because it's both easy-to-use, has good mesh-optimization tools... and supports both NURBS and polymesh modeling techniques. To learn more about NURBS in GMAX, I suggest looking at the Help files, which are actually pretty good. Combining NURBS with mesh modeling techniques can give you the tools to solve any modeling problem quickly and efficiently, once you're experienced with the tools, so I strongly suggest that at some point, you start learning about it- once you know enough about both worlds, you can make anything you want... fast