I just got into this hobby myself and this is what I've learned so far. I design fire sprinkler systems for a living and I use a shell program integrated into Autocad. Autocad is what I use to make the shapes of what I want to fabricate...all you need is a basic outline of what you want then you use a program to convert it into gcode. I have used Cambam so far and it seems to work ok for small jobs. I am currently cutting a complex round shape with a lot of small pockets and cambam seems to have trouble doing complex pockets...at least it is doing it....it seems to be taking hours to do its compilations. I am using the free download of it and not the comercial version. When you import the autocad file, a .dxf file, you have to convert all of the lines and arcs into polylines first then you join them into the shapes that you want. Then you convert those shapes into what they call a 2.5D profile...this is where you tell it what you want...how deep to cut...inside or outside the shape....what size bit you are using...how deep of a cut to use per pass...feed rates and a whole lot of stuff I have no idea how to use. Then you generate a tool path for the cnc to follow...it does this for you...and once you have all of the tool paths generated and it looks good on the screen you can generate the gcode for it....then you open up Mach3 and load the gcode file....then you can simulate the run first to see how it is going to run. Learning Autocad can seem daunting at first, but doing the simple things like drawing a polyline or a circle is easy and using the clip tool isn't to hard...if you know how to use coreldraw, I would use that instead. Any vector drawing program would work. Cambam has a nice easy tutorial on how to convert a vector drawing into gcode....so far I have only cut out a better router holder for my dremel 400 and engraved some text. You can get most of this software for free. I think the easiest combination would be....CorelDRAW 10, Cut2D, and Mach3. Using these programs will cost a pretty penny, but you get what you pay for.
One of your questions was...can you take gcode and import it into rhino.....well...gcode is not in a vector shape per say....it is a bunch of coordinates and instructions...that being said...you can load a gcode file into cambam and it will show the tool path only and not the original shape. Then you can tell it to convert the toolpath into geometry....it works but it is not the original shape since the tool path is offset acording to the tool dimention....there might be a way, but I do not know of it yet.