Vue will support many of the export formats that Rhino has. I use both .obj and .3ds files for my work. I've switched to .obj just because I'm doing more work in Poser but when I want to import an item straight into Vue I use .3ds. 3ds files are compressed and I find them to be easier to deal with. Vue will save a .obj and .3ds at about the same size, but the original model takes up far less space. If you are worried about texturing the models for use in Vue, Ultimate Unwrap (thanks MightyPete) will map both file types.