A whole bunch of really good tutorials dealing with modeling in Milkshape. If you're a casual game artist without much dough and a good conscience this is probably the best modeling software available. If you're not sure how to use it, turn here.
Some absolutely wonderful tutorials for modeling, skinning and animating in Max or Milkshape.
Modeling in Milkshape by Darkstar Entertainment Several tutorials, in .avi format, about modeling in a nice free program that's a viable alternative if you don't have the cash to shell out for the big boys.
Machinima Modeling Tutorials - part 1, part 2, part 3, part 4, part 5, part 6 by Machinima.com A multi-part article and tutorial on making 3D characters and animations, speifically for use in real-time 3D engines such as the Quake series of engines. These tutorials are based in Milkshape, but the principles can be applied to many modeling packages. The last two installments get kind of game specific.