Hiya.
Wings 3D is a good modeler (
http://www.wings3d.com ). Milkshape is a pretty cheap one ($25 or something like that), and it has a TON of import/export formats (
http://www.swissquake.ch/chumbalum-soft/index.html ). Caligari's gameSpace is pretty decent too (
http://www.caligari.com/gamespace/ ), but it's more expensive than you probably want to spend.