SpikeZ, that step-before-zero… is one of the most important steps. This is what you talk with the client over, before opening Photoshop. If you write a little clearer, you can even do some basic usability testing with it. You can pre-create some textures or colour-schemes in PS and present that to the client at the same time as the sketch, but you don’t want to build a whole PS design only to have the client say “yeah but I thought our logo would work better over here and smaller and in a matte style” or something.
…and, the client may expect the web page to really have that Lobster font (which maybe it can, if the users’ browsers support @font-face).