Max has a competent or what could be called the "most user-friendly" UI (If 3d programs can actually be user friendly), whereas Blender is... "different", I say different because, for me, at least, it was hard to learn how to use blender coming up from 3ds max. The fact that the functions were sometimes not available and that you had to switch in between "modes" (if I remember correctly) was very annoying.
That's just the UI, the capabilities of 3ds max extend to waaaay a lot more than blender.
Walls are easy. You'd only need a box, what you'd really need is some good texture creation skills, unless you really do want to model a more complex geometry than a simple wall. Usually organical forms are the hardest to do. Things that are lifeless tend to fall into symmetry, regular shapes and so on..