If you have 3DS Max, then I would load any .3DS file into that, weld the vertexes, calculate any missing normals - then export to .3DS again. The best possible compatibility comes from using 3DS Max to export the model, once you have that any program that fully supports 3DS should take your model - it's other modelling packages with less 3DS compatibility that cause the issues.
This is my workflow when making media, and it rarely falls down for me:
For limbed models (vehicles, weapons etc):
Make my model in Rhino3D (or any modelling app that supports 3DS)
Export from Rhino3D to .3DS
Import into Ultimate Unwrap 3D for UV mapping then export again.
Draw the texture and assign the textures.
Import model into 3DS Max, fix welds and normals.
Animate using keyframing.
Export to 3DS again.
Convert to .X using DBConv.
For mesh deform animations (characters for instance):
Make my model in Rhino3D (or any modelling app that supports 3DS)
Export from Rhino3D to .3DS
Import into Ultimate Unwrap 3D for UV mapping then export again.
Draw the texture and assign the textures.
Import model into 3DS Max, fix welds and normals.
Export to 3DS again.
Import model into CharacterFX for animating.
Export model to .X format
I know it seems daft to not use 3DS Max more, it's just that I much prefer Rhino3D's interface, really Max is there for tidying my models up and animating using hierarchy. The programs I use vary a great deal in cost - CharacterFX is free, Ultimate Unwrap and Deep Exploration are about £30 I think, Rhino3D costs about £500 if I recall, but it's worth every penny

. I just find it easier to use UU3D for UV mapping than Max, it's a neat little environment that concentrates on providing good tools and features. CharacterFX is about as close to DBPro's own animation system as you can get - set the animation mode to linear and you have a WYSIWYG system that exports perfect .X files for DBPro. The ease at which I can use these programs makes learning 3DS Max properly a low priority, or a non-priority - I don't believe that my stuff would get better by using Max instead of these programs, not without some real training.