Have you think on just adding *.x format?
I’ll explain.I’m a 2d/3d artist. I have experienced good results with *.x (directx) format.
IMHO most weird and problems bringer feature in format conversions is animation. Even more when traslating bones and weights. For this, imho, best way to go is this format.
See, you are all talking about Max, Lightwavem, Maya…you are gonna need developing time for each…! and trust me, each version adds more functions, usually require heavy remake, so often importers stay tied to an old package version.
dx files, in what is mesh uvs, smoothing, keep compatible since lot of time. A dx5 , 7, etc mesh opens well in a dx8, 9 engine.
dx8 *.x format can be loaded with its bones, animation and weights, in any dx8, dx8.1 or dx9 engine. So it seems quite compatible, at least is in this file format…
Don’t take me wrong, I’m not a MS fan, is just this format as solved much issues for me. The format can be text or binary, and carries things like interpolation (spline or linear) , materials(several values of it), vertex colors , bones, weights, keyframes, etc, etc.
And as far as I know you don’t need to support all.
- Maya has got a free plugin for export x. And it said to wrk very well. That’d do for character animations, but…also for objects, levels, etc
-Max has panda exporter. version for Max 6 works pretty well. Anyway, the user needs to get used a pair of sessions with it, as there are tricks. But it works well. Also free.
-Lightwave has also a free dx8 exporter (I tend to thinkdx 8 version is the more standard)
-XSI also has a free one.
-3d canvas
-blender (soon)
-truespace 4 with free plugin. 6.6 with comercial plugin.
-Hash animation Master with cheap plugin…
-Milkshape, but as Milkshape do not support weights (for human type of joint blending) it’s seen not so nicely.
-free deled editor (this is only for level editing)
- free zanooza modeller (objects, very good)
And there are several more. But don’t want to bore you…
Just i keep not understanding why engines make 3 times the effort to support 3 packages instead of this format and they’re done… 
Just a comment.
