For big or complex models like characters or vehicles, I build all or almost all the 3D in Wing3D because it is very intuitive to me, fast, and no cost to you, by the way. Often I do the UV mapping and a base texture in Wings3D as well. Most of the texture manipulation I do in GIMP after that. Next I Export/Import to Blender or 3ds Max for materials, shaders, and animation.
My workflow is the fastest and best quality which I have discovered with years of experimentation. I can now do a model 2 to 5 times faster than some of my colleagues and usually with higher quality.
Collada experience is good to have in your portfolio, too. There are game engines which are good with Collada between the 3D program and the game engine for animations and so forth.