I'd second all of that... Wings has spoiled me for other modelers because it's so easy to use. It doesn't do spline modeling though, and it has a couple of non-intuitive features (like not being able to have a face that's not connected on all sides to other faces).

I like Silo, and I'd say its UV mapping is more robust than Wings. I've used Blender before, and found it hard to get the hang of, but I've heard the new interface is significantly improved. I've got Hexagon, don't use it much. I also have Carrara, which does modeling as well as everything else that Blender does.

Mostly I model in Wings, and use Cinema 4D for spline modeling and refine vertex meshes for rendering. Recently got ZBrush, too, which is more of a sculpting tool, although you can create models from scratch in it, and it's great for organic work.

I'd recommend that you spend a little time with each modeler. The free ones don't usually have good documentation, so find a good forum to chat with people about it (there's a good Wings forum here at Renderosity, for example). For the pricier ones, download a demo and really devote some time to playing with it before you make a commitment; don't just drool over the great models that experienced artists have done (I've wasted a lot of money that way), but really learn if the software is comfortable for you personally.

Whatever you make, be sure and post pictures... lots of encouraging folk around here and many very experienced modelers who'd be happy to share what they know if you're looking for suggestions.