Materials, textures and animations import question.

Greetings! New unity and 3ds max user here. I'm currently investing my free time on these 2 programs and i really need some help understanding some things. My main goal is to create assets for my games and for other people too.

Whats the usual way of handling materials, textures and animations? By usual i mean, whats the most efficient way of doing it? Do we do them on 3ds max, blender etc and then we import it on unity? Or we just import the 3d model and we create them excusively on unity? I know that i can probably import everything with some work but what i really want to know is what is the best way and what people usually do.

Thanks in advance!