What 3d model format to choose?

I’m learning opengl and 3dsmax and I want to load the models that I’ve created in 3ds max into a simple game engine. I read some posts that say that I shouldn’t rely on a thrid party loader but I have no idea what format I should learn to import. So what format do you guys think I should learn that would allow me to import my max models? I’ve heard that the .max format is odd and like an undo stack. But the other thing is that I want to be able to do animation and possibly take advantage of the new normal mapping included in 3dsmax 7. Anyway, any pointers to places where I should be headed would be nice and I’m sorry if this has been covered, but I can’t find it anywhere.
Thanks

Have a look at http://www.j3d.org/utilities/loaders.html - there’s a list of loaders available for Java3D and most should be adaptable to a different engine.

If you’re working in MAX start off with .3DS which is reasonably comprehensive for static models. I don’t know of any open .max importers. .ASE (Ascii Scene Export) is also supported by some engines and is quiet convenient for debugging as you can read the raw file. Milkshape3D is one of the most practical formats if you have simple dynamic models like vehicles (1 influence per vertex so not characters).

Thanks for the help, I’ll look into those model loaders.