hi rob
photoshop elements writes out a psd file with layers etc, the only thing missing in elements is cmyk support…rgb is fine…
so you can stay on windows for max, zbrush and write to photoshop elements for £50 photoshop elements for windows rather than the £900 for photoshop cs3 for windows…both make psd files…though one is £850 cheaper than the other.
also corel painter writes out layer based psd files…
i think your best bet seeing as there’s no mac demo of zbrush yet is to actually go get and try the demo’s of phtotshop elements for windows or
corel painter/painter essentials for windows and make some psd layered files with them…then you’d know that the psd files they crete are workable and you can if you wish/need to work on the psd files further on your macpro if you so desire.
link to photoshop elements on amazon
http://www.amazon.co.uk/Adobe-Systems-Inc-Photoshop-Elements/dp/B000VZEIOS/ref=sr_1_1?ie=UTF8&s=software&qid=1220553190&sr=8-1

for other users looks at this issue in a similar boat…usually there’s photoshop elements bundled in with wacom tablets…i had photoshop elements bundled in with my wacom bamboo fun [a5 widescreen ratio] for example.
one other thing to think about when considering this is ‘where and what’ will be the roadmap for zbrush 3.5?
if they go down the route of live linking to 3d apps such as 3dsmax, lightwave, maya, xsi…you’ll be up a creek if you have mac zbrush sat hi n dry when your live link 3d app is out there on windows…now it’s just speculation at this point but with mudbox 2009 and more specifcially mudbox 2010…not that far away [a year at most] i’d fully expect mudbox to start linking into 3dsmax and maya…all pixologic need to create is a basic ztool loader and a ‘hub’…so your ztool and subtools get linked to max/maya
…dreamware currently but i’d expect it sooner rather than later.
okay thrown some apples and oranges in the air…you need to decide which ones to catch!