I use Autodesk Inventor and before buying all I knew is that I knew nothing. I had never done CAD in my life, so I had to buy one of those Bible sized books and read it chapter by chapter for weeks. I used to get up at 2:00 AM and do ALL the exercises for two to three hours before heading to work. Today I can do most of what I can envision.
On any CAD program, what you are making is a 3D model. This 3D model is kind of useless for the great majority of CAM software packages out there. What you need is to export it as a CAD Format file which the CAM SW can use. I use IGES file(IGS extension) because that is what I heard most people were using. I think you can also use STEP (STP extension) files, although I think those are mostly used on 3D printers. Or is that STL? Your CAM SW will tell you which CAD format files it accept. I have found the "cheapo" CAD SW's will not handle some of the formats the CAM SW needs. For example, to get IGS output you will need to invest a little bit more than free or $100. Now, that was the case a few years ago, so I could be mistaken today.
Forget about which CAM SW is good. They are all BAD (or at least nasty!) and super hard to understand! What you can buy is less-bad (i.e. more expensive).
The problem is this notion that a CNC machine can magically cut whatever profile you feed it, by pressing a START button. ERR! Far from it! You will actually have to choose which process to use when making your part. Some processes are fairly easy, and the SW's do a good job at extracting information from the mode. Still, you will need to choose cutters, all sorts of speeds and rates, depth of cuts, algorithms, etc. This is yet another learning curve you will not be able to escape from.
With my Tormach Mill I purchased Sprutcam which is pretty powerful, but I need to have hair surgically inserted every now and then, whenever I use it, so that I have something to pull! No such thing as counterintuitive...
For my plasma cutter I use sheetcam. This is only 2D and a plasma, so the level of complexity is way, WAAAAAAAAAAAY, lower. Actually Sheetcam was SuperDuper easy to learn!
There are some simpler CAM SW's out there that let you take a picture and generate a 3D path to cut it in a router. These are simpler pieces of SW, but there is no way you can think of this suite as the tool to use when building convoluted parts. This is mostly for artsy stuff.
BTW, CAM SW can be subdivided into machining CAM and artsy CAM. You would use the machining CAM to make an actual part that needs to mesh in a sub assembly, whereas the Artsy CAM is for cool stuff you may want to build which is not necessarily meant to be part of an assembly generated by a mechanical engineer. And there are SW's which may be able to dabble on both fields, but for the most part they are really good for one or the other.
Products you can check out:
http://www.vectric.com/products/compare.html
http://bobcad.com/
http://www.sheetcam.com/
http://www.alibre.com/
http://rhinocam.com/index.shtml
http://www.rhino3d.com/
http://www.artcam.com/
http://www.sprutcam.com/
http://www.mastercam.com/
BTW, some of those are preposterously expensive and only plausible if you have a real machine shop or an engineering firm.
CNC is upper exciting and the stuff you can make with it is not only fascinating, but also mind blowing! However, we haven't gotten to the point where you can load a file and press START with an intelligent computer doing all the stuff in between.