It won't do any harm to the bin file, so the method you use is a matter of preference. I used to use Anim8or's tools, and when they weren't sufficient, I'd use LithUnwrap. That program can show the texture in the background, and can show you a 3d model preview. Some people have suggested UVMapper, but since Anim8or now has basic UVMapping (cylindrical etc), it seems futile.
A while ago I switched to Blender for two reasons:
1. I've been making objects for another games, which uses .dds textures. I started using Anim8or but it became tiresome to have to make jpg versions and then swap them after exporting.
2. UVMapping is very good, and once you get used to it, it becomes quite easy.
I first looked at Blender version 2.49, but the interface seemed broken, so I removed it. Then I tried 2.5x, which has a new interface, and after watching some video tutorials, I found it quite easy to use.