If you have a half-priced book store or something like it in your local area you might be able to find the Lightwave 7 book, Inside Lightwave [7] It includes a CD with a demo version of lightwave. There are many restrictions, like only allowing 200 polygons per model to be saved, however you can also find programs that allow the demo to save at higher. While I discourage it for commercial use, I have it on good standing that those involved in it's creation have no issue with people doing such a thing for purely educational reasons. Most of us use our first paycheck in the 3d world to buy programs anyways.
Maya offers a good, free demo, with less features, I believe, than the full version. Also, renders have a watermark in them, but you won't need that for game editing.
3d studio max created gmax just for games. It is not really more oriented for game modelling (lightwave is idea for that) but it is more oriented for game mechanics (texturing, animation, etc) than just about any other program out there.
However, if you find milkshape hard, you will find gmax much harder, and 3dsmax virtually impossible. Milkshape's interface was designed to mimic 3dsmax (which used to corner the game market since it was the easiest for the programming minded game designers to use. Nowadays the more artistic minded maya has replaced it)
I hope that helps, because I know the stickies don't give you quite the same sort of comparison and contrast.