I use a brand new program on the market called Sketchup, from @Last Software. Their website is http://www.sketchup.com/

It allows you to create simple or complex models with moving parts, animations, shadows and so much more for beginner modelers. You can then export to .3ds for use with 3dsmax for advanced modelers to have their way with the model to optimize and add collsion meshes, uv wrapping, and much much more.

The program has a free 8 hour demo and only costs 400-500 dollars to buy. They have video tutorials for those who wish to watch them to learn the program. It was a simple interface and is really easy to use. For the video tutorials, goto http://www.sketchup.com/index.php?title=tutorials

Personally, I only watched the first 3 videos before i got the hang of it.

Now go, and model!