Ha, I'm always struggling with UI performance in Blender. Undo takes ages and freezes up everything, modifiers start lagging mouse movement as soon as you have more than a handful of polygons. I shudder to imagine what Max must be like.

Though I must admit you can have an absolute shit ton of ridiculously complex objects in a scene, and it will run smoothly if none of them is in edit mode which is at least fairly impressive.