Another vote for Solidworks. But unless you plan on using it for a business it'll be costly, get a student license if you can. There is also a great online parts library where you can download loads of parts like bolts, bearings etc. Alot of manufactures actually make their products available as dumb solids so you can use them in your models. Quite easy to export 3d info to get stuff cnc'd or 2d plans to take to show someone what your after.
Inventor is brillliant, but after 5 years of using it you'll still feel like you're scratching the surface with what it's capable of. It's the sort of software that gets used for designing very large complex models, like an entire piece of minimng equip for example.
Pro-E, never used it myself but most people I know that use it aren't fans.