Free 3dMax exporter!
Hey guys long time lurker, first time posting, I recently came across this exporter when searching for game exporters...seems to be working great so far, and it's free! www.tiburongx.com
depending on what engine you use there are other exporters out there too.
for blitz3D you really can't beat B3dpipeline, probably the best custom exporter for any engine out there when you use the provided extensions. (animated fog, lights, cameras, maps and brushes, character studio etc direct from within 3dsmax keyframe editor).
and another free new general purpose exporter for max 4 - 7 Easeexport/import that looks promising and has free source so you can make the import lib cross platform: