How to make buttons and other graphics for flash sites

Should I just design the graphics for my site in flash or in something else like Illustrator or Photoshop? Is there any tutorial that shows you how to make textures and manipulate graphics for these programs that would be useful to a flash developer?

the thing that is annoying me is that i know enough flash to make any effect I see but I cant make some of the graphics very easily in flash. Please let me know what you think is the best. THanks.