Speaking personally, I am a 3DMax user, have been for some time. I use 7 at home and yes I bought it Frankly best purchase I ever made. Still £1500+ was a lot of notes. I use 9 at work which is fantastic, just wish I could bring it home

I use the .SCE export, as this works best for our pipeline, and supports materials which is a must Although for animated models we are looking at .X

Unless you are an experienced modeler I would however avoid any of the expensive packages such as Max, most likely looking towards Blender. Some people have great success with MED so don't count that out just yet

Have a look around, download a few demos, find an app that suits your style. Lots of people use Maya, but I can't stand it... different strokes for different folks.

Just dont jump in and buy Max or Maya and expect beautiful models

Hope that's helpful at least