I love working in Photoshop and use that wehn designing web pages rather than Dreamweaver.
If you are more comfortable doing entire layouts in PS and then just using InDesign for output, keep going that way unless someone else has a problem with htis (eg: your print vendor)
I personally like the drop shadows better in Photoshop and all the Object Effects as they seem faster and more accurate on the preview.
I do think InDsign has much more advanced typesetting options so would try to lean more towards setting your type in inDesign. But if you are only doing headlines, and they are more graphic in nature (eg: distressed effects) then stick with Photoshop. If you have large ammounts of copy or need (spellcheck, textwrap, hyphenation, justification, tables, glyph panel) then maybe try using InDesign.
