I do most of my modeling in Wings3D and have done most of my renders in Bryce. I often will "harden" edges that I want to look crisp or sharp after import into Bryce. I especially do this with windows on buildings, or ships because otherwise they will often look like Stay-Puft marshmallows due to Bryce's smoothing,lol. I always export as an .obj because it's easier to UVmap, and it has been the most trouble-free format in my experience. I have quite often imported models into Bryce without UVmapping them first. While I build the model in Wings I'll select  groups of faces and assign them with different materials. After I import the model it's a simple matter to assign Bryce mats to these different material groups using Object Cubic, or Cylindrical mapping etc.