I learned 3d using autocad then switched to Solidworks before Pro E about 4 years ago. I dont miss Solidworks at all. I have used SW over the last two years to build a few projects because some clients req'd it but I wouldnt do it by choice. You cant build nice surfaces in it and the assembly contraints bother me.
Its too easy to overconstrain your assys and it is too slow to save/ regenerate. Its like getting beat up with your own hands.
I am currently using the student version of Pro E. I have the $150 version. After learning through the tutorials, I was only proficient with the very basics of the program. Through exploration of the functions and asking lots of questions on the messageboards, I am getting better. That tactic might work for you. If you have harsher deadlines to learn the program, I suggest you get the advanced tutorials because it teaches you how to use more of the complex features of Pro E.
I can't help with the first question, I am one of the people that went to school for year to learn the software. But the second question depends on what you feel is best for you. It has been my experience (and I will admit I don't have a ton) that when you look for a job with any kind of software, there is always more jobs available looking for another type of software, i.e. when you are looking for a Pro/E job, there are alot of SolidWork jobs and vice versa. I have been trained in both SolidWorks and Pro/E, so I have been through both searches. As for the type of software, I tend to agree with Mike, I prefer Pro/E.
as for the tutorials..... the $150 package should come with a free set of tutorials (at least mine did). these are just the basic tutorials to help you get started. i found them really helpful. knowing what i do now, it would have been really bad sitting in front of the computer trying to find my way through the pro e maze. as for whether this program is marketable, it seems to be since it is becoming the most popular 3d modeling tool. this is part of the reason that i am learning how to use it for my project.
I absolutely think it is wise to learn Pro/E. Knowing any kind of 3D modelling makes you more marketable, since the concepts are very similar from one CAD software to another. I was professionally trained in Pro/E, but switched jobs to a company that used Unigraphics. I did not have to have training, just some help from the old timers. I personally like Pro/E better than UG (although there are some great features in UG!) and our company is now switching from UG to Pro/E.
Bottom line: learn some form of mid-range (SolidWorks) to high-end (Pro/E) CAD software and you will have better marketability. Best of luck to you!
Just to let everyone know, if you take the Introduction to Pro/ENGINEER training class from PTC, you will receive a free copy of the student version of Pro/E 2001. I don't know if this applies to other Pro/E classes or not. The cost of the classes are pretty steep (~$1850 for a 5 day class) if it's coming out of your own pocket. But if you can get your employer to pay for it...