I have been in different companies, having used Pro-E, Solidworks and Unigraphics. I have used CATIA some.
The answer is dependent on what industry you want to go into.
The Big Three Automotives and Aerospace uses Unigraphics and CATIA. The reason most companies don't use Unigraphics nor CATIA is the license cost, it is pretty salty. The advantage of using Unigraphics and CATIA is that both tend be used by surfacing experts, people who have to create faces that are not very easily created by basic functions.
Then, most other companies use Pro-E and Solidworks. These two CAD systems are great at creating the basic models and the CAD systems are very reasonable in cost. Both of these used to be lacking in the CAE area, but I have heard with Solidworks, that they have made great strides in CAE.
Now, the next question lies in how much do you want to get paid. You may say I want to get paid the most that I can. Well, you will have to learn Unigraphics or CATIA. But, the issue lies in learning either one takes a lot of time, not very easy to learn for the average CAD user. There are one week classes or schools that teach them, so you can check them out.
Now, if you want to get off the ground using a CAD and getting paid, go toward Pro-E or Solidworks. They are pretty easy to learn, and both use the same philosophy, sketch first, then use a boolean function, add, subtract, etc. The set back is that these jobs don't pay as well as the jobs for Unigraphics and CATIA. But, if you can get access to either Pro-E or Solidworks, you could learn either one on your own.
I know this is a lot to take in, but I have been in engineering in different industries and different positions, and this is just my observation of the industry.
Good luck in your career.