The different programs are for different sorts of people:
Milkshape is definitely easier to use at first, but it costs money.
Blender can be hard and confusing, but if you get the hang of it it can be EXTREMELY powerful. Like, professional quality. And it's free.
Like Blender, Wings 3D is free, but I don't know how powerful or not it is. From what I hear, it's similar to Blender in quality, though it may or may not have a steep learning curve.
When it comes down to it, it's really up to the user. It's not like there's any one "best" type.
blender
And comments like these don't help.