GoZ takes whatever you’re working on in, for example, 3DSMax and sends it over to ZBrush where it automatically opens and you can start sculpting on it. That’s really handy for a lot of things and saves the whole export/import workflow steps. You can send it back to 3DSMax as well, although that’s not generally as useful.
The way I use Rhino is that I create things that are hard or annoying to do using subd modelling techniques as it’s way faster and I don’t have to care about edges and topology. So the way I would see this being most useful to guys like me (I do environment art for video games), is being able to send geometry from 3DSMax (Or Modo or Maya or whatever) into Rhino for scaling and reference purposes. Then, once you build the piece you want in Rhino, send it over to 3DSMax as a NURBs object for insertion into the scene.
I generally export/import from Rhino to 3DSMax using the SAT file format so that Max will retain all the beautiful smoothing and edges I generate in Rhino.
Then when all the pieces are built, I bake out normal maps and the stuff I create in Rhino just looks gorgeous on the low poly mesh. Mathematically smooth and 100% pinch free.