Wings is just a 3-d modeling program, but is probably easier to learn then Blender. However Blender is a full featured 3-d suite capable of high level animation, effects, and modelling. But that would take a lot of learning.
Gmax is the free version of 3dsMAX, which is a stripped version that is mostly useful for practicing (and implementing in a few cases) graphics that would be used in a game. Maya also has a \"Personal Learning\" edition, that is pretty much full-featured, but anything you render in it will get a big watermark.