I've always wanted to make a game and to work on that instead of making websites. I would like to hear advice from some professional game programmers about what development software would be a good choice for me to buy. I don't want to end up having bought something and not being able to do what I want to do with it.

Free stuff is pretty good. People rave about Visual Studio Express, I haven't used it. I like gcc and a text editor. A lot of the paid stuff is rubbish in my opinion.

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Trying is the first step towards failure
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Read this. Completely free to create for the PC. If you want to get a game on the Xbox 360 there are times where you can get free membership to allow you to submit to XBLIG, usually during the Dream-Build-Play competition.

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Microsoft XNA MVP

heres what i use: Gimp(100%free) for images, Blender(100%free) for 3d everything..., VS (all of them...) express 2008(100% free) for all the crap.... As far as music i have FL studio (299 something or other.. for my version...) and thats it.... My setup rules.. Just realize that for commercial games a lot of times they design their own tools....

EDIT: This is were blender comes in... with a python script you could be writing whatever you wanted and designing in any way possible... thats kind of blenders beauty.. if you know the api and python your in business....