Well the way u export an object depends on the file type you are exporting and what you want the file to do.
for .x files only
Create objects
If movable part separate into new objects (p)
go into Blender render for exporting make sure materials and textures are applied
Unwrap you models and parts properly!
If more then 2 objects select all objects then the main object. press ctrl+p (set to parent)
go into options search for .x enable exporter
select.x to export
Thats pretty much it. You can then loadwithchildren get textures names and apply texture or used a baked image
This method imports texture names bones, animations, and face textures, only one beside dae ive had good luck with. dae fbx .x 3ds supports most the features.
