it's not more complicated modeling with layers whenyou catch it it's actually easyer and that's why i suppose layers were invented lol. i would strongly reccommend to use layers both in sketchup and in 3dsmax. imho is quite impossible to get a clean, efficient and professional looking model whitout using them. in particular when the size/complexity grows.. aside using proper layers, i would strongly suggest to split the model in smaller pieces and process them one by one, because at the end it is faster than tryng to import "mammouth" models from sketchup to max.
i think that's the way you can take the most of the advantages out of both the softwares, because you can model way faster in sketchup and assemble more large enviroments in max.. i think for a proper workflow is best to use each application for his intended job.. (and use layers/selection sets/proper naming of course that all helps) 👍