i worked alot with max9 and a7 over fbx export/import.
Faced most of the problems mentioned in the forums. I got some conclusion:
-Before doing anything(i mean before applying modifiers) make your model editable poly.
-Smoothing groups are lost when you export to fbx 11.2006 so dont use them.
-Skin,Physique modifiers sometimes does arkward things. Adding/removing a frame sometimes helps.
-While importing from med, make sure you have checked "BONES" and unchecked "convert to points animation" at import dialog.
-As Broozar mentioned, try to use 1 closed mesh.If you need more then 1 closed mesh, at least make sure your meshes are not open.
If you have other problems maybe i can help.