I made some FBX export tests earlier (but focusing on level export, to work together with a 3d artist friend, but my trials were unsuccessful...):

http://www.opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=409522#Post409522

http://www.opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=412040&Searchpage=4&Main=49185&Words=%2Bfbx+%2Bexport&Search=true#Post412040