Thanks for all the responses.
I did a couple of addons in gmax (but they're pretty bad so I wont release them) and I had the following three problems:
1. I found it very difficult to do up-close detail work. When I zoomed in on an object it would disappear. I think the real problem here is my lack of experience, but I point this out as something a beginner like me might run in to.
Your view is set to Perspective.... change it to User (right click on the upper left hand side of the viewbox->View->User) and you'll not have any culling.
2. If I mirrored an object, it would also mirror the faces, meaning that if you have a cube with external-facing faces, when you mirror it, the faces are on the inside of the cube. The result in orbiter is an odd, "turned inside out" appearance.
This is very annoying... I haven't found a way to fix it, but I think its in the exporter, not gmax.
3. I did a lot of my work by creating primatives and then punching out other shapes. For example, I might create a cube and push it into another shape, then subtract the cube, leaving a hole for a window in the other shape. Sometimes when gmax would recompute all the verticies, it would end up looking like a crumpled soda can. I was told on another form that I should be creating and removing faces instead of subtracting primatives, but I had problems with that technique because of point 1 above.
Fix point 1 and what people tell you will work better. Using boolean operations (unite, subtract, intersect, etc) are excellent tools, but not always the most efficient way to do things. There are some times however that it can't really be done any other way. Circular shapes are worst for this because of their many verts. For these, I suggest doing an intersection, then delete the faces and excess vertices, then rebuild the faces individually.... it takes a bit longer, but the results are supurb once you get the hang of it.
Related to the discussion at hand:
As you can probably tell, I use GMax for my modelling. I found Anim8tor to have many quirks about it, especially in viewpoints and manual entry of values. The comparison to MSPaint is PERFECT for Anim8tor. You can do fine art with it, but you're painting with basic colors and paintbrushes. The other big disappointments are no UV texturing and the animator->3ds->msh conversion route. I like being able to export and import directly into and out of gmax to Orbiter. If you have no 3D experience though, Anim8tor is a great way to start.... GMax and Blender (especially) will just frustrate you.
Gmax does have some issues though, but I admit I've found ways around most of them and they don't bother me anymore, so I can't name any off the top of my head other than difficulty to learn where everything is and the terminology. Blender is by far the most powerful, but the interface is also hardest.