Well, it's really up to you according to what you want to create. This said, I think that "traditional" box and subdivision modeling is a good starting point, before jumping in the "sculpture-retopology-painting" workflow offered by 3D-Coat or Z-Brush, because traditional modeling will make you learn the fundamentals first, like the do's and don'ts of topology flow, UV unwrapping and so on.
The choice of your software will also depend on what you want to do and your budget : Max and Maya are industry standards, but they are quite expensive. You can also think about C4D, Modo or Lightwave for modeling and rendering, especially if you focus on hard surface.
If you're on organic modeling, then 3D-Coat can be the way to go.
I would suggest not to choose your tool because it is or not famous and industry standard, but if you are comfortable with. Once you have the basics and a good knowledge of your package of choice, then you will perhaps want to add other softwares to your toolbox.
As an example, I use mainly Lightwave for hard surface modeling, some texturing (roughly final nodal fine-tuning) and all my animation and nearly all rendering tasks, 3D-Coat for organic modeling or some prototyping I will later rework in Lightwave, also for UV unwrapping and 30% of my texturing tasks ; substance painter and substance designer for 60% of my texturing tasks.