I personally used 3D Max before but i am a super beginner.
Type of program actually depends on what level of proficiency.
Generally i feel that 3D Max is good. It has many tutorials on the web. It is well known. And maybe need quite some time to master it.
Or you can take a look at Wings 3D (
http://www.wings3d.com )
It is a free OpenGL modeler which some people start using it to learn 3D graphics before buying commercial software.