Found out about this free program, UDK (Unreal Development Kit), which allows you to build your own games using the Unreal 3 engine! So now I'm currently learning

-UDK (handles level design and many other things)
-UnrealScript (using the text editor ConTEXT for coding)
-Blender (3d modeling/animation)
-Flash (for scaleform menus)

I'll be posting tutorials (both video and written) on everything I learn, so if you'd like to learn UDK and maybe share your knowledge, here's the links for the programs you'll need:

UDK: http://www.udk.com/download

I have compiled ConTEXT and Blender with the scripts needed in to a .ZIP you can download here: http://www.megaupload.com/?d=F2ZJ0DEQ

Stay tuned for more!