for recent games normal maping is the way forward in my view
if you dont know what normal mapping is...check here
Normal mapping - Wikipedia, the free encyclopedia
I don't believe that the retail version of the game UT2004 supports the Normal Maps even though the Unreal Engine 2 does have the underlying code for them.
The texture packages look more like tests done by the developers. Chances are they didn't have the code fully tested/integrated with the release of 2k4.
Other games developed on UE2+ such as Tribes:Vengeance actually used the Normal Maps along with additional shaders such as Glow and cool things like Macro Textures for the terrain (which gives awesome looking terrain), which the engine can do but is not "supported" directly in UT2004.
so i guess texturing for ut2004 id stick with standard maps made in photoshop and work on your photoshop skills.
An easy way of getting a bump map is to create a tileable texture....up the contrast clightly and then lower the brightness.....turn it to greyscale....voila...a perfect bump map ^_^