Maxxx, just a quick tip that may help; you can choose to extrude from vertex normals or individual faces without accessing the panel buttons by using ALT+E hotkeys instead of just E when doing an extrude on multple faces.  Also, the hotkey W brings up your specials, which contains a list of valuable tools I'm sure you'll be using often, like Remove Doubles, Hide selected geometry, and others.  You don't need to memorize 50 hotkeys, just the important ones.

You will find that Blender uses different terms for the same function in 3dsmax often, which you'll have to get used to.  For example, Remove Doubles is really just a vertex weld on selected sub-objects.  The merge distance is the same as threshold.

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