At Dexsoft we export models constantly to many formats. And yes, there can be problems, especially with FBX and Collada. Every modeller creates different FBX and Collada files. Sometimes it works, sometimes it does not. So we are often in need to find better plugins.

I am happy that the latest version of Lightwave create really good Collada and FBX files. But even the Autodesk converter creates problems if you convert from FBX to Collada as an example.

So Alberto and Ventilator are right. It is great to have these options but they are not solid as a rock, they often need work, lots of work.

I also know from engine developers that they constantly create new routines to catch errors in FBX or Collada files, since some exporters create wrong files with missing data or missing sections as an example.