Ask HN: How to get started with 3D printing and what to buy?

As the holidays are approaching and things are going on sale I've been interesting in tinkering around with 3d printers. Even small stuff, like golf tees, dorky figures, and being able to import a CAD file for a house would be neat but probably not feasible on a hobby printer. I'm less interested in the upkeep of the printer and rather spend time modeling and printing.

I realize most people use these once or twice and then it just collects dust. That said, I do want it small enough where it can sit on my desk and use in an apartment. (Are fumes an issue? Does it make a big mess?) What are some decent printers that fit this spec? Hopefully less than $500.

Then on to the 3d modeling. Does everyone just use 3dsmax, maya, blender, zbrush? What's a good way to go about learning how to actually make stuff. Model a widget and print it.