I use Autodesk Inventor and Solidworks. Both of them are student versions, and haven't found any limitations what so ever.
They both have there plusses and minuses. I think it's easier to learn solidworks as to learn Inventor. Solidworks has some really good tutorials build into the program
For the machining you basically two options:
Bring your cad file to a machine shop and they will convert it (with a cam program) to a code which the CNC machine understands.
Or get yourself a CAM program to make the code for the CNC machine, but for this you have to know a bit more about machining and such and have a bit more experience.
Offcourse i will showoff some renders aswell.
Formula 3 Rear suspension +gearbox
Reverse engineering of Xray NT1
The Formula 3 car i made with about 6 months of experience with Inventor, never worked with cad before that.
Started with solidworks about two weeks ago, the other renders were made with solidworks.
So both are pretty easy to learn, one of the most important things is to think your entire part through before you start modeling. I always start with a basic sketch on paper.