[playbass06]

Honestly, for rapid development, Blender is one of the best I've used. I mean, you have one, under 40 MB, program that can model, animate, render, script (with Python), and create games.
And for scripting, you really don't have to. There's a visually based "Logic Brick" system, which basically works with three sections of Sensors, Controllers, and Actuators. Fast enough to use, while easy to learn, but keeping enough flexibility to work better than those "click-to-create" programs. It's still rather limited, but works on all OS's (Windows, Mac, Linux, Solaris, and Irix!). Unfortunately, I have yet to figure out how to create games that will run on all systems without giving the actual .blend (Blender's file format) out, which would also give them every asset used in the game.
The main drawback is a very different layout, but it doesn't take too long to get used to.

I will look into XNA, though, it sounds very promising!