I click import/3ds and one by one load all the 3ds files with nothing checked except making normals consistent.

Is that the right way? I end up with the models appearing to float in the sky, having to parent them to each other and then wrestle with scale and translation

It seems a little hard

Yes, that's normal behavior, poser works with very small scales.

If this are your models though, It's better to work with OBJ instead of 3ds, when you export from your modeler program, use a scale of 0.01 or less depending of the size of the model.

Thanks... Actually I have a product from this vendor
http://www.renderosity.com/mod/bcs/index.php?vendor=452635
His models look very nice but I'm thinking this is too difficult. Once I'm rendering it (after shrinking it and translating by kilometers) it doesn't even look nice, I think because the geometry is all triangles

I see. Well I recommend you this:

1. Download a free 3D modeler (Wins3D, Blender) or use 3dsmax if you have it.
2. Import a poser character model to use as a scale reference. Depending on the modeler, you'll have to import it with a scale of 1x100 or 1x1000
3. Import one of this models and scale it so that it looks proportional to the character you imported.
4. Export the scaled model according to the imported scale options (0.01, 0.001)
5. Import into poser.

Or you can scale inside poser, but I find doing so in the modeler faster and easier, as some models can get invisible and almost impossible to handle inside poser if it's too big. You can also use the scale factor option when importing, but it's not very accurate.

One more thing, try turning off Smooth Poligons for the objects and see if they render better. The models from this vendor doesn't  seem to be optimized for poser, but rather for general 3d applications.

I doubt it's the model's geometry that's at fault here. I begun experimenting with poser since Friday, but I understand that it isn't fully compatible with 3Ds files, which does makes sense in a way.
If importing as .obj results at the same quality, perhaps you need to check at the textures and see if the vendor has included high quality ones, which you have to apply via the materials panel (meaning he hasn't made any MAT poses for them). A screenshot of your renders with the props you mention would certainly help us get a better idea about what's going on.

The 3ds files load with their textures. The unattractive shading is confined to certain faces based on the angle viewed.

I will look at it a bit more this evening.

Poser just doesn't like anything but OBJ.  It will load 3DS and LWO,
but will almost always have the kinds of problems you've encountered.

You might using PoseRay to load and convert them to .obj for Poser. It will allow you to load single or multiple 3ds, lwo or dxf models and has various useful functions beyond its' primary purpose of getting Poser content into POVRay.

http://mysite.verizon.net/sfg0000/ 

Another  common problem with imported models is that their texture settings are often inappropriate.

If you're seeing bright spots or bright triangles, change the Material Room specular settings to black.

If they're dark spots or triangles, it's probably a reversed normal issue. That's not so easy to fix. Plugging the Alternate Diffuse node into the texture might help with the render, but my memory's a bit vague on the that solution.