I have not used pro engineer but have been very happy with AutoCAD. It all depends on what you want to do. For serious civil and architectural drawings Revit is pretty good. For mechanical uses, go with Solidworks.
You can save Solidworks and AutoCAD files in .dxf format which can by uploaded to CNC machines and other computer guided machining tools. In the end it depends on what you are using it for and what industry standard you must apply to.