Or do I need to buck up and learn to do them right in Photoshop?
I don't see a problem with using ID—it's certainly easier to set type there than in Photoshop. Guess it depends on the amount of type vs. image effects.
Just set the document up with web intent to the pixel dimensions you need for the banner. To get a same pixel dimension image version export to JPEG at 72ppi or to PDF and open as 72ppi.
If you are using OSX this AppleScript might be useful, opens the ID page as a layered Photoshop image:
http://www.zenodesign.com/forum/PageToPSLayersV6.zip
This is a thread on the usage:
how to export indesign layers to photoshop layers (same structure)
