Yeah, you'll need Photoshop for the textures, but MAN it is difficult. I have 3ds Max 4.2 and Photoshop and while I am now really good in 3ds Max, I still know zip about Photoshop.
There used to be some good tutorials on
www.scifi-meshes.com, but they took them down
. However I saved a few of them on my HD
The ones I saved were mostly about special effects (creating Photon torpedoes, particle generators, water, phasers, etc) than models, but it still teaches you to make some models.
The best thing is to use the tutorials that come with 3ds Max. The tutorial to make a 3d model of a plane helped me the most.
Do you want those special effects tutorials I have?