Alberto - i dont use max or maya, and to actually export my models into dx studio, i use a variety of programs successfully, including Fragmotion, Ultimate Unwrap 3d, Softimage XSI, Hexagon 2, and the list goes on.
As to slowness of the engine, i totally disagree, and i have setup whole levels full of medieval buildings, dynamic lighting, all with normal maps with amazing speed and performance.
Also setting up lighting and normal maps are a breeze, and now, all this can be scene in realtime as objects are placed in the editor, rather than having to wait for a build.
Steve