The way Mental Ray hooks into Maya is a bit awkward, it is getting better though, VRay and Renderman are better Renderers for Maya because in these cases the renderer is fitted to the package and with mental ray they tend to cut stuff from the renderer so that it works more stable with Maya ( Mental Ray standalone is a bit different in comparison with it's incorporated brother)
Don't if anyone knows how you had to set up a SSS shader back in the day , but that sucked

Mental ray works best with XSI then 3ds Max and then Maya.
But it is getting a lot better and most posthouses i know of work with mental ray anyway so it's best to learn Mental Ray, if you get to work at Pixar they will show you the ropes when it comes to Renderman