Simple modeling practice question....

My question is regarding player modeling practices. I know that "extruding" and building from existing faces is one of the ideal ways to model but I have run into a situation where that is not easily feasible. What if you had the need to build a sphere or cylinder off of the face of a semi (but not fully) flat face? Therefore causing two things to happen. 1. There are faces that intersect other faces but do not have a vertices at the intersection. 2. This causes some parts of the faces to bleed to the inside of the model (unvisible). I would suspect that in the best case scenario this would atleast throw off the skinning phase?

Now I know that you want to keep your poly count as low as possible by render only visible surfaces. I am obviously very new to modeling but just want to make sure that if I am going to form some habits, they might as well be good ones.

Oh, btw. I am using Milkshape. Would 3d Studio cater to this any differently?

Hope that makes atleast a little sense. Thanks for your help.