You can definitely skip photoshop.
http://24ways.org/2009/make-your-mockup-in-markup
QED
http://24ways.org/2009/make-your-mockup-in-markup
QED
Try designing the entire UX of a web application, from idea (how about we do X ...) to every single case, directly in HTML and CSS. Designing for GUIs it's more difficult when you don't have direct visual feedback.
(I do this from time to time, but only for very simple things.)