I really like using Pro-E; of all the CAD programs I've tried Pro-E is the best for me. In fact, Pro-E is the program they're teaching here in the Mechanical Engineering department.
Solidworks and Autodesk Inventor are also well known CAD packages. I haven't really done much in Solidworks; so I can't really comment on it. Autodesk Inventor is pretty good, but I do not fine it as easy to navigate/work with as Pro-E. Autocad is not so much a 3D modeling program, but rather a 2D/3D sketching/drafting environment; CAD packages are designed to work with parts and assemblies (of parts and sub-assemblies) as well as to do thermal/structural analysis and make animations.
Autodesk provides free educational licenses to Autocad and Inventor to anyone who has a *.edu email address.
Another free program is Google Sketchup; but it uses a totally different ideology for modeling and is not akin to the procedures for modeling in a professional CAD package.
Also, PTC provides trial versions of Pro-E so you could try that as well (I believe it's a 30-day trial).
If you're interested in learning Pro-E, then feel free to PM/IM me (my MSN info is in my profile).
If you want things to practice, you can always try modeling some PC components; and we could even host them in the Hosted CAD Models thread
. If you want to see the methodology I used to make a lot of those models, then check out the Pro-E versions as the individual features were not transferred when I ported them over to Inventor.