I have just started learning 3-D, so this area will not have much content until 40K Rites of War is released.  I started with Rhino nurbs, and moved on to Max model building and animation.  The computer game industry has changed a lot since I started.  I was originally hired as a 2-D artist / animator.  Yep, the days of 256 color palettes and low res are over.  It's a lot of fun learning something new.  I will have a shot of the Avatar that I modeled for the game up here shortly.   If you subscribe to Computer Gaming World or PC Gamer, you may have seen the avatar in the advertisement.  It was the first model that I did in 3-D Studio Max.

Image Copyright Games Workshop and SSI (Strategic Simulations, INC.) and Mindscape.