I think I've read that you can use the shareware Milkshape modeler to convert the GMax format files to obj. Milkshape doesn't handle large models apparently but it would probably work well enough for props. I'd certainly look into Shade. Since the company now owns Poser, I'd imagine that going forward it will be the modeling program that will integrate best. From the images I've seen, the renderer is awesome as well. As always when this question comes up, the best answer is get the freeware, get the demos and try them all. Each one has it's own personality and what works best for you is a highly individual decision-probably more so than for almost any type of software except maybe the choice of a programming language.

"Democracy is a pathetic belief in the collective wisdom of individual ignorance." - H. L. Mencken