So, you're a stubborn Maya User and have a masochistic desire to create your models without having to touch XSI or Max.  I can completely understand not wanting to touch 3D Studio Max.  You're in a safe place here.  Assuming you have already looked all around to find a decent tutorial for creating a prop from scratch using Maya, I'm guessing that you didn't find anything adequate yet.  The best example out there currently is Palmer's Maya Prop Exporting Tutorial, which is a great resource, but still only covers the guidelines for exporting your mesh.  It does not cover UV Mapping or things of that nature, which is why I decided to write this tutorial.  The aim is to create a prop from the ground up, and by the end of this tutorial you should have little problem creating your own Maya physics props.

Also, this tutorial will teach you have to export your models using both Prall's exporter scripts and Valve's own SMD exporter plugin for Maya.  It's like having a threesome only it's not something to brag to your friends about.