I use LightWave myself. It's layout seems more intuitive to me... the buttons are all specifically labeled as to what they do, rather than using an icon-based interface like 3DSMAX. For example, if you want to move something, you just click the button labeled "Move", rather than trying to hunt for a little icon with some arrows on it, only to find you've selected the wrong one.
The other big thing I like about LW is the same thing a lot of people hate about it. Modeler and Layout are two separate programs. There is communication between them, so you can send an object into Modeler to tweak it, then bring it back into Layout without having to reload. Programs like MAX are set up as a single program, where modeling and animation is done in the same place. The upside is that you don't have to deal with a second program... the downside is that a change made in that file won't affect other files that may be using the same object.
For example. Let's say you're working on a fan movie or something. You have, say, a dozen shots with an X-wing. Because hell.. everybody who does 3D does sci-fi at some point. It's what we do. Anyway... Let's say the director comes along and says he wants the X-wings to have blue stripes instead of red. In LW, you load it up into Modeler, make the change, and you're done. All of the scene files for those dozen shots will use the new model the next time the scene is loaded. If you're using MAX, you'd have to go into each and every scene and change each X-wing one at a time.
For me, since I got into VFX long before the advent of CGI (in terms of learning.. by the time I actually started doing it, it was CGI), I was used to the idea of a practical miniature being built over in one area, and then brought over to another area to plop it down in front of a bluescreen. In that aspect, LW's dual-program layout makes a lot of sense. It's a more "traditional" program in that regard. It also keeps the workspace less cluttered. In Layout, you have only animation and setup tools... Modeler has all of the modeling tools, but nothing regarding setup, animation, or lighting.
But in the end, it really boils down to what you're more comfortable with. I've known a lot of people who swear that MAX is easier to use than LW, and others who swear the other way around. Try them both out (if you can.. hehe), and see which one works best for you.