I would suggest starting with Game Maker, trying to make something simple like an arkanoid clone using the drag&drop actions, then gradually replacing drag&drop actions with Game Maker's programming language (GML). Once you understand some "rules" of the program, eg in what order each event is performed, and with the help of some extensions, you will be unstoppable.
Of course, Multimedia Fusion also seems a very obvious choice, since some people, including Nifflas, have done great games with it.
PS there is no point arguing which tool is the best. I started making games in Visual Basic 6, which wasn't that bad, but it was definitely not THE tool for making games. But then, I started using Game Maker, and I realised that my accumulated knowledge from my VB6 days helped understand things a lot faster. So perhaps the most useful tool is your imagination. Everything else can be downloaded.