If you're interested in a degree, the Art Institute of Atlanta offers a Game Art Design and a brand new Visual Game Programming degree. Both deal with modeling and although having a degree is not necessary to getting a job in the industry, it can help you move along at a better pace if you're not one to be good at teaching yourself everything. I'm going through the Game Art Design one right now, but am actually going up in a few hours to switch to the programming one because it suits me better.

As for what companies are looking for in order to hire you... The #1 reason people get turned down in this industry is that they are showcasing the WRONG type of things in their portfolio. Everything is all about the portfolio for getting a job. It's very important. For games, you want to show off LOW POLY MODELS if you're wanting to model for items that will be used in an actual game. From what I've seen, cinematic sequences are all done by ANIMATORS which covers a different degree than the first two I listed. Companies aren't going to want to see high res models unless you're going to be animating those high res models for cinemas, so do low poly.

Don't think that you'll have a better chance at getting a job by learning to do everything. Don't try to be a jack of all trades and learn animation, modeling, texturing, high res modeling, programming, lighting, etc and go to them and say "I can do this, this, and this, I'm sure to get hired." no.... Companies want people who focus ONLY on one particular thing. The only exception is texturing in that if you're modeling, you sometimes or usually will go ahead to texture it yourself unless there is a seperate texture artist already hired for that specific job. AFTER you get into the company, they might look at your other talents THEN see about making you multitask. So yes, learn how to do more than modeling, but don't put that other stuff on your resume.

As for your resume, I would research what makes the best resumes. Google has some good results. You need to make the first section of it short, sweet, and hard to beat. Don't rattle on about how you came into the industry, your favorite part about being a modeler, etc. and spelling correctness is a MUST.

To export to .obj format, Maya has a development kit that costs about $500. There is something in that kit called polytrans. This plug-in/script/whatever it is, is used for exporting to .obj format. I have not seen this sold seperately or for free anywhere online. 3DSMax exports to .obj format by default without any plug-ins.

and one more fact: programmers make the most, animators second, and modelers the least. Not sure if that will change your mind about anything though.