I'm a Blender fan myself. Yep, it is totally
non-intuitive, but once you get the hang of it, it's very
fast to use, but YMMV. I definitely needed a book to get me started, as the online resources tend to ignore the fact that the reader hasn't worked out how to save or quit yet...
Blender has an... errr... "interesting" file format, which is to all intents and purposes unparsable. There are Python scripts around the place that handle exports, so you'll want to look at them if generating 3D models.
If you're after platform independence (like me) and enjoy
learning something new and off-the-wall, go with Blender.
If you're only on Windows or you're got deadlines and can't waste time learning a new UI, or want a large range of import/export formats, go with Milkshape. I expect Milkshape is what you're looking for.