Valve primarily used Max for Half-Life, Softimage XSI for Half-Life 2, and I think they went back to Max for modelling after Softimage stopped being made, though I expect their animators probably use Maya as well since it's generally regarded as having better animation tools. (I've also heard some references to Valve devs occasionally using Blender in the "Modern era")
You can use any software you want as long as it has a SMD import/export plugin, so it's really a matter of what you're most comfortable using. You can find various Maya plugins
here, Max ones
here, and for Blender
here. If you're using less common software like Cinema4D, kHED, Modo etc, you can still find plugins, check their respective pages on the
Valve Developer Wiki.