Well firstly I cannot say which version of 3ds max is best, but I use 2010 and it works well, so I'd say any of the newer versions do fine.
And as I am sure you can judge from the price, 3ds max is better than gmax.
Gmax is an old version of 3ds max that was freely distributed but it is no longer supported by Autodesk, it is missing alot of features that 3ds max has but Gmax, as it's prime purpose afterall, was aimed at Gamers and Modders as an easy to use- free- modelling program, so it works just as well, although not when it comes to professional or commercial modelling or 3d art, it has no render funtions or features, stuff like that.
(This also answers your first question razor^^)
As for ships, they are just as hard as creating new aircraft as they have alot of text coding and stuff that needs to be done for each gun and part of the ship, they are also high poly, so it could be just as hard as creating a new aircraft, which in fact, doesn't have that many moving parts, only control surfaces and prop, where as ship has many guns depending on the type, perhaps you may want to create a simple artillery piece first to test your skills and get aquainted with the game structure first before jumping on such large projects. Artillery pieces are quite low poly and so are very simple for beginners, if you can find good drawings/Photos and references that is, or you could also make some simple ambulance or troop transport trucks which would be similiar to artillery, and because these also have some basic text coding they could perhaps help you understand the ini and config, Ru files aswell.