We present a comprehensive study of Vicsek-style self-propelled particle models in two and three space dimensions. The onset of collective motion in such stochastic models with only local alignment interactions is studied in detail and shown to be discontinuous (first-order like). The properties of the ordered, collectively moving phase are investigated. In a large domain of parameter space including the transition region, well-defined high-density and high-order propagating solitary structures are shown to dominate the dynamics. Far enough from the transition region, on the other hand, these objects are not present. A statistically-homogeneous ordered phase is then observed, which is characterized by anomalously-strong density fluctuations, superdiffusion, and strong intermittency.