This really depends on what your goals are. The animation tools are great in both Max and Maya.
If you KNOW you want to work at game company X, and you KNOW they use Maya.. then learn Maya for sure

Maya has great tools, I like their curve editor and several other things over max.
That being said, its really a matter of preference, as the 3d tools have all come such a long way in the past decade. The apps are more alike than different when you get to a certain level of knowledge. You can do both Keyframed and Mo-Cap animation in both.
My advice would be to pick one (Max or Maya) and stick with it until you get comfortable enough doing the things that you want to do.. Then if you get time, or are around other artists, sit down and compare the apps and workflows and see which is best for your purposes.
I see a lot more Max tutorials for getting things into UDK, so that might be a good reason to pick Max. Plus, I prefer Max and have a long history with "her"...

so theres that.
And to make my response even more confusing: I've done very well knowing both Max and Maya. I have my preferences, but knowing both allows me to adapt to many production situations.
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