Well, I got the book Introducing 3ds Max 9: 3D for Beginners for Xmas, and I found () a copy of the software for my PC. Hopefully by this time next year I'll be helping someone create a sweet 3D iPhone game. One step at a time though, and I'll post some artwork once I learn how to use it.
3D Studio max usually comes with a lot of tutorials in the help menu. I found them to be really good and very informative...unlike Maya. They are worth checking out if you need to learn something specific.
Cinema is my Choice. It is honestly the easiest to learn of the major packages and is really powerful once you do learn it. Maya hides a lot of it's feature in key commands so the learning curve is really high. having used all three at different points I would say that in order of ease of use it would be like this: Cinema 4D - quick to learn lots to master 3dS Max - more complicated but widely supported (it exports to just about every format) Maya - High Learning curve but powerful.