i'd suggest with wings3d there is NO program out there where you have a steeper learning curve and can have your first good-looking models in less than an hour, including the learning phase. plus, it's free, comes for windows, linux and mac, so everyone can take part.
the latest WINGS also does unwrapping and texturing.

but wings is only for subdiv box modelling. if you want splines, nurbs and all that advanced stuff, you cannout go around blender or an expensive programme.

milkshape is good for the animation basics, but the modelling functions of are rather slow and require a lot of patience. uv mapping sucks, wings can do so much better for you.