That way I control what is being displayed for me to work on as well as having a logical system for doing all the skinning. Once all the curves have been skinned, I place all the resulting surfaces in the Unpatched Surfaces group so that I have a copy of the raw surfaces used to create the solids. Then I stitch all the surfaces together to form the final solid representation of the model. So in summary, the objects list gives you a good way of identifying the various pieces of a model to aid you in the model construction process. It sometimes seems too inconvenient to ponder a suitable name while i rather focus on the model.
Layers seem more important for careful naming.
The objects palette proves essential since it tracks the history of objects. However, all those selected objects will have a check in the objects pallete so one can create the group by simply dragging the selected names into a group, or creating a group and then doing so.