OK well as far as learning goes go with what will get you more work. Lots of Game guys use Max at work and Lightwave at home.  Wings is a great little modeler that is all it is. But I know a number of Cinema users and Maya users and Max users that use wings for modeling. Making a whole scene is nice but getting the modeling done quick and efficiant is the first step.
  

Messiah fits my workflow because It keeps my modeling seperate from my rendering and animation. I guess from years of modeling in wings and othe rprograms and renderign in Bryce I want to nto have all my modeling tools get in the way of my rendering. Lightwave has seperate windows for modeling and rendering soem think it is great others dislike it.

C4D seems to be lower priced alternative till you find out that animation tools and advanced redering options are in expensive plug ins once you get them all it cost the same as basic maya 2000.

Is animation important do you want to do character stuff? If it is then Messiah might be your best bet if not maybe look into Mondo has a great rederer and one of the best modelers on the market but lacks animation and rigging tools. Messiah has great rigging and animation and rendering tools but lacks modeling so you will have to pick up silo or wings. Lightwave and XSI are good all arounders. Blender is a great option too. I know a number of max users that got tired of paying the cost of having max and went with blender and no regrets.

Interface is another thing too. Some I find daunting or frustrating others love them. Ex Hexagon sits on my hardrive unused Wings gets opened every day.

The wit of a misplaced ex-patriot.
I cheated on my metaphysics exam by looking into the soul of the person next to me.