Only having read through a couple posts, but as one of the few professional game artists on this forum:

Autodesk doesn't check (as stated). Nor do they care if you are using illegal software. Many industry analysts (there aren't too many though, so take this lightly) have attributed much of the success of 3dsmax and its wide adoption to the ease in which it could be pirated and found. The same is often said of other software (MS Rep: "If people are going to pirate, we'd rather they pirate Microsoft software" to paraphrase). The truth is, piracy is rampant, and Autodesk really doesn't care because they make their money on the enterprise/commercial level (as stated).

As for the practicalities of the situation: If you don't have the money for the software or are starting out, no one is really going to care even if they find out you are using pirated software. If you are freelancing professionally, once you get enough cash you should buy the software- no one would really ever know, but at that point, people will start to put you on the shitlist and call you dishonest if you are found to use pirated software.

If you are working in a studio, some has licenses where you can use your 3D program from home. If they don't, and you pirate, generally people don't care, as you aren't making money from it. The real factor is whether you are making money- if you are pirating (and there is no difference between pirated software, using the Student version for commercial work, or eternally using a trial) and using the software to make money, you are really stealing. If you are not making money, morally and ethically people don't really care. Everyone does it, everyone knows everyone does it, and the world would be a worse place if they didn't.

That said, if there are cheap or non-commercial alternatives available to you, take them. I'd suggest Blender or XSI Mod Tool, if you want something better, then go the next step up of XSI. It, unlike Blender or C4D, is actually taken seriously in the games industry.