This recipe will discuss how sculpting on one subdivision level will affect the other subdivision levels and how to account for this in your workflow.
The basic idea is that you want to create large details on the lower levels and get finer with your details as you move up in level. This is a good idea in any medium as it allows you to get the shape, composition, and design figured out, before you start applying all the finer details only to realize that your foundation is not so great.
What is nice about Mudbox is that even if those large foundational shapes are not right at first, you can always go back down in the levels and reshape the sculpt while keeping the details you have already added.