Maxmodels, I am so happy to know you are finding the power of Blender.  I once worked in 3dsmax for greater than a year at small studio in Paris, so I have familiar with the software too.  Once leaving, I never thought I would find a good choice to replace the software I learned.  Blender became my next choice, and very happy to say I found it!  As I hope you will also.

3dsmax will have some features you will not find in Blender yet.  I used to like the patch modelling feature, and feature to use Nurbs sometimes, and convert to polygons.   I remeber the loft feature as very powerful. The one in Blender is a lot simple.  One thing that will help is to turn on all the addons that come with Blender in Preferences.  This will open hidden features that are not turned on when you start up.

I find that Blender is more fun to use, as many extra power is there for free, like fluids.  3dsmax you have to use addon for fluid simulation.  You will see the balance of power in features such as this, which in other software is plugin or addon.  Enjoy!