Here is a quick guide to how I created my Lion in 3DSMAX.
For all of my Characters, I decided just to model the heads of the animals.
I thought that by doing this, I could concentrate more on the appearance of the face, and the expressions on the characters faces rather than try and manipulate a whole body.
In my opinion this would help me portay the fable better.
To create my Lion, I started off with a Sphere.
Using the Editable Poly mode, I created the basic features of the Lion's head, the eye sockets, the jaw line, and the ears.

The next step was to create the other rather basic features of a Lions head.
The Eyes and the Mane.
To create the mane, i used a series of spehere that I modelled and then cloned, turning and twisting each one around the Lions head. The Image below shows the Mane half complete.
I also used simple spheres for the eyes.
During this step, I made some basic colour renders that I applied, so I could see what to do next, and what I needed to alter.

Once I had finished the mane, I moved onto creating the mouth.
Here is the Lion with the mane complete and the mouth complete.

Now I moved onto to 2 other details, the nose and the pupils of the eyes.
I used spheres for all of these details, leaving the pupils as exact spheres, but modifying the nose sphere into the correct shape.

Added more mane as there wasn't enough around the front of the head.