Step 2: Design software
Having made the democratic decision for Windows (only one voter allowed: me...), the offering for CAD applications is plentiful and I advice to do plenty of research if you are serious about learning how to use a package. If budget is a constraint, 123D by Autodesk is hard to overlook. It seems to be relatively easy to learn and cannot be beaten on price as it is free. Be aware as it is still in beta stage (June 2012) and it seems troublesome on older, lower spec 32 bit systems. The 64 bit version should be pretty good on a more powerful machine. In the professional ranges the price for software climbs steeply, but one gets what one pays for... Popular offerings are Inventor by Autodesk and SolidWorks by Dassault. Both are very powerful and take a fair amount of time to learn.
In short: Use any CAD software you like as long as it can generate an STL file.
Something worth while mentioning, all softwares mentioned in the following steps are available as open source or freeware...