Hi @Pesto!
They’re all just tools in the toolbox. Which work best for your needs, preferences and workflow is going to be up to you.
The “classic” workflow, back from days before Zbrush had strong mesh making capabilities like it does now, would be to import a mesh to serve as base level geometry, subdivide it as needed, and sculpt detail as part of a multiple subdivision level process. This is still a valid way to work, and you will still eventually want to arrive at a multi-subdivision level process for things like fine detail sculpting, posing, painting, and texture export.
With the advent of the rapid-remeshing tools like Dynamesh or Sculptris Pro, zbrush also has potent mesh creation tools of its own. Now these tools only work at a single level of subdivision, so their use is optimal if you establish distinct phases of your work–an early phase where you are focusing on developing form up to about a medium level of detail, and a later phase where you transition to a multiple subdivision level process for the purpose of fine detail sculpting, posing, painting, or texture creation and export.
Never be afraid of being denied the use of those sorts of single subdivision level tools–at any point you can project the detail from a sculpted mesh onto a version of it with altered topology. But at a certain point, once your form is established, the need for being able to rapidly change the topology will diminish, and you will want to establish a more stable, export-quality mesh.
As far as creating a mesh, this is something you will determine for yourself once you are familiar with all the tools. Some artists still use Zspheres to block out a crude figure, then detail it. Personally Im a fan of of just pulling and sculpting out from a simple sphere in Sculptris Pro fashion. In order to make these decisions, you are first going to need to be familiar with all the tools, and then these sorts of questions will answer themselves for you.
Dont overlook thePixologic Classroom, and be sure to read the documentation for the tool you are studying.
Good Luck!