Marcos,
The best way to learn 3D is practice, there are no short cuts. That said, the simulator is a good way to save money while learning the basics.

When it comes to setting up the plane (and some may beg to differ with me here) first and foremost, you want a plane that is capable of doing 3D and flies extremely well. You want to know your plane inside and out and be capable of doing all of the normal moves with it, without hesitation. If you are comfortable doing 6 or more high speed rolls across the sky and you KNOW when you release the sticks which way the canopy is going to be pointing, you (and the plane) are probably good enough to learn 3D. The CG is usually set so that the plane will fly inverted nearly as well as it flies upright and when you land you have to fly the plane to the ground. If you are fighting to get it on the ground, you probably haven't got it right. Elevator throws of 45 degrees or more are preferred but seldom actually used if the plane is set up well. Rudder throws of 60 degrees are useful and frequently used to start manuvers but shouldn't be needed to sustain a manuver. Aileron throws of more then 35 degrees believe it or not are seldom needed on big birds but used a lot on the smaller planes. Expo of 50-80% is very useful when you are learning to control your stick inputs with those massive throws and can be backed down when you become more proficient at flying in high alpha.

Learning to fly 3D is kinda like learning to fly. The difference is that this time you are learning to do it precisely and calmly and think before you act. When you become proficient at 3D, you will be able to feel what the airplane is about to do and act accordingly instead of constantly trying to "keep up" with what the plane is doing. A good rule of thumb for high alpha is to watch the canopy of the plane and move the surfaces of the plane to get the canopy to do what you want it to.

Pick your plane carefully, set it up to fly as precisely as you can, become as comfortable as you can with that airplane and the 3Ding will come to you. It is said that pattern flyers make better 3D pilots then everyone else because they already fly precisely. The rest of us have to learn to be precise while we learn not to crash.

Hope it helps.