I have used AutoCAD, Solidworks, and Mechanical Desktop; and Solidworks is my favorite by far. I love the ablility to build the parts, assemble them, show operations, and make engineering drawings all with one program. The 2004 version I have comes with an internet tutorial, which is very easy to use and good for learning the basic ideas and principles of the program.
You might also want to check out the bookstore of a local university/college. I know that the bookstore at my college offers "student versions" of the software for greatly reduced prices. Still not the cheapest, but it is a company-backed, bug free version. The only differences that I have noticed between the student versions and full versions is that the student versions have the phrase "Student Copy" or "Student Version" printed in bold on anything that you print and attached to any files. It's not removable, but shouldn't be a huge deal if you are just using it for personal use and non-buisness related things.