I got taught the basics of 3Ds Max at school but learned the most by watching the video series "AT-AT modeling on the fly" at 3dbuzz, they are free videos under the 3ds max section. Most of the lighting and unwraping techniques I learned with trial and error, it may be a pain at times but I feel it really helps me develop better troubleshooting skills.
3D programs are one of those things you can never fully learn just in a classroom, currently I spend around 1-2 hours a day in Max just messing around (mostly with texture maps and lighting). When working on my project I would put upwards of 40+ hours a week, and now that I know 3D I feel it is more fun to create models for games rather than playing games themselfs.