I use 3DS Max at work all the time. We are currently using it in to produce art and animation for 3D PC game. Maya is also a great package, and is better for character art and animation, while 3DS Max is better tailored to architecure and less organic forms. However, both programs can do all tasks quite well.
The best way to learn these programs, which have steep learning curves, is to simply use it constantly. Model up anything and everything. Keep trying new techniques and features, little by little. For me, this method is far faster and better than classrooms (which have their place as well) or other tutorial lessons.
This is a great field, with high-paying and fun jobs. I highly recommend it, but be forewarned that it is competitive, and you have to do a lot of work for a long time to get good. Good luck!
PS: Fun stuff, Wildbill!