If you're not hung up on using pro-level software:
Wings3D is one of the easiest modelling programs to learn and use. You can build very sophisticated structures with it in a short time.
DazStudio is a freeware rendering application for Poser content. You can import most of the vast free library of Poser figures, props, etc that float around on the internet. It's an ideal tool for making comic book illustrations.
Povray and Yafray are very good renderers, but have terrible, steep learning curves. Good things are being said about a new free renderer, Kerkythea.
As far as I know, Gmax doesn't have a renderer built in.
If you're really interested in making 3D graphics, get a (free) membership at Renderosity.com - there's a huge selection of forums and freestuff available.
If you're more into making movies, check out Machinima.com, which has been pioneering the use of computer games to make animated films. And if you've got broadband, ShortFuze has brought out a powerful new machinima engine, Moviestorm, (moviestorm.co.uk) which comes with huge libraries of content.
Anim8or is a nice, small app, very stable, and ideal for a beginner.
Blender is far more powerful, but the learning curve is steeper. The interface is notoriously tricky to learn.
OpenFX has just released version 2 as a beta test - I don't know much about this one but it seems angled towards sci-fi type work.