I try most of them ! at least the commercial one ! Visual 3d just get a scripting interface and blade 3d have some problem with importing format, animation and building game.

most of those application provide some post rendering effect of nice feature like low level physic or whatever but it's seem easier to find some code on codeplex for those eye candy effect than using these engines. the problem because you cannot access to the source code ( at least in my version) you can't do whatever you want like in xna. So better try another engine ( lawmaker, c4, etc) than using some engine which is more limited than the original program. I forgot about torque ! I haven't try it out but for what I heard it's a bit different.

Also blade is really expensive