In my experience with Windows I was happy with this setup:
- lo-fi wireframes: balsamiq
- hi-fi wireframes: illustrator and fireworks (unfortunately it's not available anymore)
- lo-fi mockups: Snagit
- hi-fi mockups: illustrator
- prototypes: Axure and code (dreamweaver is a good option here)
within the new Adobe Suite there are some nice features to build up collections and deliverables for style guides.
I never used PS for designing web apps, I can't see any advantage using a raster tool for web and native.