The most beneficial advice would be to download some free CAD software (lots about, i.e. Sketchup) and do a few tutorials. You will unlock huge potential with just a few hours invested if you are serious about custom parts.
One thing to bear in mind, the way you manufacture your parts will have an influence on the way you design them. If you are going to machine the gearbox, using a 2D drawing package can actually yield better results more quickly than modelling it all up in 3D and then using a more complex CAM solution for your tool paths. If you are 3D printing, you will need a solid model from the start and the ability to create a triangulated mesh of the surface (STL file).
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