I second Unity!
Just export an fbx file from SU, then make a folder called "models" in Unity, drag and drop the fbx folder, then drag and drop that same folder into the main model view window in Unity. Add a collision mesh and a First Person Controller, and that's it! So simple, I could cry with joy!!
Oh yes, you need to make a floor, or you will keep falling off the edge of the world- which I suppose is a bit like falling off a 1750ft transmission tower- but with less pain!