Creating 3d models is not something you'll learn overnight. There are a lot of different aspects that come to play when creating a 3d object.
First you need to create the object itself. There are quite a few techniques for that alone. Some modelers for example prefer the boxmodel technique where they start with a box and add new geometry from there to create a whole body or arm or head or whatever it is they are making. Others prefer starting with a single polygon.

After the object is completed, you'll need to texture it. Techniques like uv-mapping come to play there, which is definitely not an easy subject, especially with organic objects.

The best way to get better at it, is to stick with one program and continue to practice. Dont think 'oh this this is too difficult, lets try a different program', because it will be just as hard. Learn the tool first, get to know it advantages and disadvantages. Start with easy non-organic objects. A spaceship for example, or a house.
Then, when you feel comfortable enough, try something more difficult.

The only answer to your question is: practice, practice and practice.
(I've been using Lightwave for like 7 years now and even I still find it difficult to create good looking objects.)
You've already mentioned tutorials, and those really are a good way to learn good modeling. Other great (better) sources for learning are books and especially video tutorials. The latter are found more often on the internet nowadays but if you really want to get into it I really suggest buying them on dvd. I'm not sure they are available for Blender or MilkShape, but I have some for Lightwave and I can tell you, they are worth every penny.

I hope this helps a bit.