It might seem kind of klunky, but it's what I've found it to work well... there are other approaches you could take in modeling that might make your workflow more effective for your style, but give this a serious go.
3ds max is designed for sculpting objects through the modifier stack... you really just have to get used to moving up and down it. You can think of it like layers in photoshop where once you're happy with what you have and no longer need to make changes to any layer, just collapse it (merge) and continue stacking more modifiers above. Stack, collapse, then stack... collapse... and just keep going with it. The only thing with this workflow is that you are committing those changes that you cannot undo, but doesn't mean they are fixated.
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Pertaining to your response... Once you edit the UVs, don't switch back to the edit poly beneath the UV modifier... add another edit poly above and then unhide... hide the ones you just worked on and add another Unwrap modifier above it. edit those UVs and then when you're done, add another edit poly on top of that and unhide everything then collapse the stack. Add a UV unwrap and see how your changes are all there. (you should end up with a stack from bottom -> top that reads something like : box -> edit poly -> unwrap uvw -> edit poly -> unwrap uvw -> edit poly).
**make sure that when you are moving from the edit poly modifier to an uwrap modifier above it, that you are exiting the subobject mode (if you're selecting by element the indicator will highlight yellow, click that button to unhighlight it indicating you are out of subobject mode).
