Some recommended free alternatives include Blender and Google Sketchup. Any software settings or commands I discuss should have relatively similar processes in both of those programs or any other 3d modeling program, but if not a quick search with your favorite search engine should yield some helpful results. Nothing I discuss will be very complicated.
The 3d printing service I use is called Shapeways. They have a large selection of materials and a great user support base, as well as frequent updates to their website and material library, and low prices. (Very important!) However, there are many options out there and it is up to you to decide which one you like best.
Step 1: Set up the modeling program
I always like to work in metrics. Even though I am American, I find that metrics make the design process simpler and it makes scaling models easier. It is also easier to work at small scales using millimeters as opposed to inches. This is useful not only because many 3d printed models are small and/or detailed, but it helps you stay conscious of your maximum wall thickness and other measurements, which I will discuss later.
In 3ds Max, it is very easy to change the units settings. Simply go to Customize>Units setup. There you can change which unit category you want to work in, as well as which unit will be the base unit. (The base unit is which specific unit measurements are based around. For instance, if I have my base unit set to cm and I create a 1 cm x 1 cm x 1 cm box, the box's size will be shown as 1 x 1 x 1. But if I change my base units to mm, the box's size would now be shown as 10 x 10 x 10, even though the physical size of the box never changed.)
To change the system units, which are the units that rulers and grid lines are displayed in, press the "System unit setup" button, located at the top of the units setup screen. By default, it is set to 1 unit = 1 inch. I like to change this so that 1 unit = 0.1 [unit I'm working in]. This is because each grid line represents 10 units, so that way each grid line becomes 1 unit. But feel free to change it to whatever works best for you. I recommend keeping the unit in the same measuring system (metric, generic, etc) as you are working in.