Guys, try giving this a try: Nif format
I've found that there are tools that will allow both 3DSMax and Maya to export to .nif formate (NetImmerse / Gamebyo).
It will export not only the mesh, but the materials, textures and even UV Mapping!
You can then turn around and IMPORT a .nif into your Blender scene, and it will import with everything intact!!!! The only thing you may have to mess with is scaling, and of course placing your imported object where you need it.
I've messed with this a bit myself, and it seems to work just fine.
Here's the link to to the Elder Scrolls web site, as those games use .nif format. This link will provide links to Nif Importer / Exporters for both Maya and 3DSMax, and also the Nif Importer script for Blender:
Nif Importer / Exporter