I personally think 3dsmax is the best way to go, I have used other 3d applications such as lightwave and xsi and I seem to work much slower in those programs than 3ds, also 3ds is probably the most well known when it comes to modeling for game design. If you want to learn how to use 3dsmax go to http://www.3d-palace.com they offer alot of great video tutorials for 3dsmax and many other 3d apps. And if you don’t have alot of money like me 
then you can always get gmax which is basically the same as 3ds, except you cannot render and they limit alot of things you can do