It is straightforward to get ZBrush to start the way you want. All you need to do is record a startup macro. You can then edit the DefaultZScript to automatically play the macro when ZBrush launches.
First you need to record your macro:
1. Before you start recording, make sure to initialize ZBrush by pressing the Init ZBrush button at the top of the Preferences palette. This makes sure ZBrush is cleared of any custom tools and so on which might mean your startup macro doesn't run correctly.
2. Press the New Macro button in the Macro palette. When you get the message about initializing ZBrush click Yes. This ensures that your macro will run correctly.
3. Now set up ZBrush how you want. When you're done press Macro>End Macro. Save the macro to the ZStartup\Macros\Misc folder and call the file StartupMacro.txt.
You should now have a new button called StartupMacro in the Misc submenu of the Macro palette. If it's not there press the Reload All Macros button and it should appear.
It's a good idea to test your macro to see that it runs correctly. Initialize ZBrush first, so that you're starting from the default state, then press the button.
Changing the DefaultZScript:
Once you have your startup macro recorded you need to edit the DefaultZScript so that your macro is run automatically on startup. If you've followed my instructions exactly you can simply copy the attached file:
1.In the ZBrush 3.5 R3/ZScripts folder you'll find a file called DefaultZScript.txt. Rename this DefaultZScript_bak.txt. This is so that you can restore the original start up if you want.
2.Put the attached DefaultZScript.txt in the ZBrush 3.5 R3/ZScripts folder.
3. Restart ZBrush.
More detail - for those interested
All this edited DefaultZScript is doing is executing a bit of code that presses the macro button. It's important that the code is correct and the macro button is actually there or the code will fail. If you get an error message saying that the interface item can't be found then you'll know you've made a mistake somewhere.
The full (revised) DefaultZScript code is below. The important bit is the IPress command. (It's wrapped in an If statement because it is not a top level command and so can't exist on its own.)
The code after IPress, is the button path. You can find this for any ZBrush button by holding Ctrl while the cursor is over the button. The button path will be shown at the bottom of the pop-up window.