I do my own models for Epic and print them at home.
http://brumbaer.de/index.php/epic-armageddon/35-orks
http://brumbaer.de/index.php/3d-printing
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I use Cinema 4D R15 for the modeling and an B9 Creator for printing
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There are 3D programs a plenty and I find it difficult to recommend one.
Depending on your background, preferences and projects some might suit you better than others.
The "professional" programs are all very expensive, but for most of them, there are Educational versions available, which are much cheaper than the regular version.
But the license usually does not allow you to use them for "production" purposes.
There are free ones like Blender, which has seemingly a steep learning curve.
There is a free version of Sketchup and there is Autodesk 123D.
There are packages for parametric design and others specially suited for "sculpting".
But it's not only about the features, you must be able to use them i.e. your mind must be able to translate the image in your head into a process that crates a model of it using those tools.
I think it is best, decide on a project to realize, start downloading different software packages (free and test evaluation versions) and see wether one of them "talks" to you.
I'd start looking
at Blender, because it's free and has a large community.
SketchUp for the same reason
FormZ
Rhino
or use Google to find the best 3D modeling software, just to get an idea what else is available, than decide on one and give it a try using free and trial versions.
Depending on your personal preferences look for video tutorials or books about the software to get started.
Shapeways is probably the most common printing service and should get you started quickly.
I print at home, but you can print a lot of miniatures at shapeways until you have spent the price of a printer suited for miniatures.