There are all sorts you can play with, all vary, but try them out with demos or the full version (if they're free) first. Few are:
-Irrlicht and C++ (Free)
-Ogre and C++ (Free)
-Torque Game Engine - Use C++ to edit the engine - this one is a bit difficult to use unless you're familiar enough with C++, the C-structure and scripting (Approx $150)
-Unity - Not an engine I've tried as it is Mac only (as I don't own a mac) but it looks promising and popular...the more expensive version allows you to build as a Windows application (Price - ??? there's 3 versions)
Of course with a Mac, all you need to do is kick up C++ in XCode and you're sorted as it comes free with the computer.
I love Nancy DrewG, but not insert brain here