A 3D modeling program would be something like 3DS Max, Maya, XSI, Cinema4D, Lightwave, etc.

 

A 3D rendering program would be something like Mental Ray, Vray, Brazil, Maxwell, Final Render, etc.

 

In my opinion, 3DS Max and Maya are at the top of the food chain when it comes to modeling. They are the most popular and most widely used. And because of that, there is a huge user base, so it's easy to find lots of tutorials and help communities online. And for rendering, Mental Ray and Vray are the two most popular rendering engines.

 

For ease of use, I think Maya and Vray are easier to learn. At least that's what I've heard anyway. I use 3DS Max and Mental Ray, and I can tell you that there is a steep learning curve. But with all the free tutorials out there online, and all the training DVD's that are available, it won't take long to get up to speed. When I was learning Max, I had to read books. There weren't nearly as many training DVD's available as there are now. So it's really pretty easy to quickly learn just about any program these days.

 

For compatibility, that all depends. What programs do you need to be compatible with? Pretty much all 3D programs can read and write to .obj format, so there's no issue there. But if you need to be compatible with Autocad, you should go with 3DS Max. It can import and export .dwg and .dxf files.