Well, I would do it all with photoshop and have everything else (like css and html) vaguely in my head to start with. It is a very lengthy process though just to show how you want it to be built.

Is it so you can pass this on to somebody else who will then build the site or will you be building it yourself using this as a guide line?

Something like fireworks might be a bit quicker at this actually if you learn how to use it well.