If you're dealing with blender, I always prefer to create seperate pieces, for example add a cylinder and a cube, in the same model, model them the way I want both then merge both the way I want them.
When you merge both you can do the easy-to-uv-but-difficult-to-keep-triangles-down-way by merging the object by adding faces between them(ctrl+f or perhaps f), or the-not-so-easy-to-uv-but-more-easily-appliable-way by merging one piece straight into the model without adding faces.
Both work as models.
