I use Milkshape 3d to make any models I may need, other than map files. its only $20-$40, as 3DSMax is around $2000+, lightwave is around that too, & so on. Anim8or is not as good as Milkshape 3D, but I hear it is great. I didnt like it, it was too hard for me to learn, & with the right tutorial, it is very good. It also exports to .x, right from the export menu.
http://www.milkshape3d.com
Its really good, & easy to learn, you just have to know how. It takes time, but if you play around with each option, you can learn quite quickly. Check out Scarecrows tutorial(s), they are the best, now that the AVI movies arnt up anymore.
All I ever have made my models up from, were basic shapes, playing around with all of the options bending & twisting each shape to make body armor.