Most clients use CAD drawings as their point of departure, so most of the time I use Blender or Rhino 3D to alter the model if needed before I create the materials. There are also cases where a more organic shape or level of detail is needed, and I use ZBrush for that.
Note I also own an HDRI camera, so I can capture HDRI images for accurate scene lighting of the final rendering.
ZBrush is amazing! I use it to add micro details to the high-poly mesh if needed. In this case, the wings needed an additional level of detail that is well beyond what could be created using polygons.