That's a long enough question that it would need a book length answer - something I've thought about, but I'm afraid Alice 3.0 would make it obsolete (something the classic texts may also face).
Some quick responses:
For modeling, I like Anim8or, which is free and has quite good built-in animation capabilities of it's own. If you are thinking of doing this professionally, you might want to start with the free version of Maya or with Blender. Both are much more difficult to use - but also much more powerful.
For conversions, I use Biturn. You have to import textures and meshes separately. (Search the forum for more detailed information.)
For size, I find over a few thousand polygons is more than Alice can handle. If you have a really powerful machine, you might be able to do better - but commercial projects typically use
arrays of very powerful machines - and
still take hours to render!
One nice free site for models that fit into Alice well is
http://necromanthus.com/main.html .
For more information addressing all of your questions, I suggest you look through the Share Objects section of the forum. There are lots of suggestions for model sites and examples of program use.