[milki]

Well...
1. uvw unwrap is the tool of your choise. in max there are no other tools for uvw like it. (if you don't use any plugin)
2. there are two ways to approach mapping:
a) making everything connected in as many places as possible
b) filling the mapping space
Both approaches are disjunctive, but you can do compromise very easely when you think during the work ;)
3. In general... there's nothing bad with your mapping on picture you showed, but you probably want to use all parts of this figure on one texture (it's easy to work with later)
4. You probably should try everythnig in uvw unwrap tool to determine, what can speed up your mapping... i often cut my model with seam tool (in pelt maping) then i have easy selection of logical parts, and then i can use any of mapping (i.e. planar, pelt, cylindrical)
All you have to do is think first do later
(btw... mapping like this... it is a matter of 5-10minutes... mapping of character is matter of hours)

Hope it helped you.