If you are interested in half-life stuff, there is a great shareware program called 'Milkshape 3d' which you can try out for a month, and then is $20 or $30 - pretty reasonable - which will let you make models for the HL engine.
There are a TON of tutorials out there for the program which not only show you the program, but give you a good footing in doing 3d models in general.
I'll post more info when I get to work in a few...