+1 Autodesk Inventor. It's a very steep learning curve (vertical, really) if you're coming from pen/paper, but it's worth it. There is an immense amount of help online. And you can get it legitimately.

The other option in the same league is Solidworks, which is just as powerful and just as challenging. It's just personal preference that I use Inventor.

I could suggest you start with something more straightforward, like Sketchup, but you will just have to learn the higher end software later on instead of straight off. I did this, as it happens. Might as well cut out the middleman.