Check out the sticky thread at the top of the main 3D board, it's entitled something like "Posts of interest", it has a load of links to programs that you can use to do stuff like build worlds. I recommend Wings 3D and DeleD

.
EDIT: Wings isn't on the link, it's a 3D modeller, not really for building worlds, more for just building the object that go in the world (trees, houses etc.).
http://www.wings3D.com
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