First off here's a Load of links if you are curious as to what I have done before.
-- BlenderArtists thread links
-- Wizzardz(I work on this as part of a team)
For my game production work I use Blender 3D, I have tried both the UDK and Unity but found the integrated modelling/texturing/programming etc... environment of blender is far easier to use than creating assets externally. It's all in a nice little package in Blender.
I will use Blender (primarily) as an example on this Blog so if you want to follow along it's worth learning it. If you are looking to start with blender try these sites first, they're extremely useful.
Though I don't really use it, apparently cg cookie is a good site for tutorials.
Finally here's a site which offers a wonderful selection of some of the best of Blender games
Sorry that was a lot of links but hopefully they're useful to you.
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