If I were you, I would have started out with Blender before using 3DSmax, seeing as max costs so much. Being a blender user, I would say blender, but that's a biased opinion. Tell you what: set yourself a task, like modeling a gun. Try to not to use a tutorial. See which program was easier for you and which model came out better.
Blender is open source so it gets better with updated versions, but if you are a gamer then Blender is the best choice, it has a built in game engine that works like a wysiwyg, no programming required, in realitme. If you need to extend it you can add some scripts as well, If you discover something in the game you don't like, just stop the game engine, edit your 3-D world and restart. This way you can drastically cut down your development time! When you are finished with your game or sim you can compile with the Blender interface. No compiler needed!
Sweet avatar Maxo!
I have only had a brief look at the game engine, but it looks fantastic. Also, I think that Blender is the better option, as it includes the ability to do everything (rigging, animating, sculpting, painting etc.). Plus, with a little Python knowledge, you could contribute your own plugin! Furthermore, other people's plugins can be installed very simply and are easy to obtain.