Is there a hook for when a CiviMail is created/scheduled/sent/completed?
to be checked, but creating a mailing should go through the normal hooks like the other entities in civi

so if you go with the pre or post hooks
http://wiki.civicrm.org/confluence/display/CRMDOC/Database+hooks

hook_civicrm_post( $op, $objectName, $objectId, &amp;$objectRef )   


you should have one with the objectname mailing you want to handle and do the needed