Adam,
Thank you for the reference to Niel's scripts. It looks like a goldmine, although I'll probably have to get more up to speed with OOTB max before I can fully appreciate all the tools.
But of course something wierd is happening with the script. I have a bunch of lights in a room, select them, select the new light I want to replace them with and hit apply. It deletes all my lights, and stacks a bunch of copies on top of the light I wanted to replace them with. I tried this with a bunch of different settings checked and unchecked including "position" but no luck.
Alex,
the importer for max 2010 is called the Connection Extension. You can download free it if you are on subscription with autodesk. Here's the wet-your-appetite video:
http://download.autodesk.com/us/3dsmax/connection_extension/stretchup/3ds_max_stretchup_820x510.html
From playing with it briefly it looks like the big difference is in how well the materials come with the SU file. Of course since I'm just getting started with the materials editor in Max it's hard for me to give my own opinion on which is better. I've heard in other blogs that when imported directly from the SKP file they come in as Architecture & Design materials rather than "standard" materials if you export from SU to 3ds then open in max. Also the importer lets you choose where to put the extracted material image files, which is nice.
-LP