I'm exactly in the same predicament man, I too want to get into characters. I don't know how much experience you have, so I'm assuming you just want to start in characters at an entry-level position. The problem is no studio is going to take you seriously until you have a couple of years experience under your belt, and in that respect, a lot of artists are getting into games through starting as junior or environment artists. After working a couple of years as those, then you can think about what you want to specialise in.
First off, think about how many character roles are going compared to junior/environment artist roles. Secondly, think about a lot of the pros that have been working for high end companies who have now been let off and are looking for any character art roles they can get. Lastly, you have to take into consideration how many environment artists there are already in these studios with the intention of being a character artist themselves - they're going to be first to get picked. So you literally need a portfolio like Scott Spencer to have any chance of getting recognised. I think the best thing to do is get some props and environment stuff on your portfolio and try get into the industry that way.
That was probably moving away from the topic of the thread, so I'll try get back on it
I would say Max is a safe bet to work with if you're wanting to work in games. I personally use Maya, but I've seen a lot more ads for game artists asking for a proficiency with Max. Plus I played with the new Max Graphite tools, they rock.