I use Bryce for my movies, you can import all your models from other programs, add in amazing environments easily, great lighting effects and with the use of metaballs you can make even more cool effects. Plus it comes with a pre-animated awesome-looking sky box chooser, so without having to animate the skybox it will play during the movie (having the clouds float around, the sun glare throug, etc). And with tonnes of sky boxes to choose from, its pretty good.
The videos are easy to make, just move and position the camera how you want it for each scene, plenty of useful commands to help, and it exports the movies in .avi files that can be loaded into DBP with the LOAD ANIMATION command.
Only prob is its not free but neither are any of the ones above.
Current Projects: SHADE - Game Maker | Mecho - TGC Puzzle Entry | Halo Physics Engine | COLD - Polygonal Collision Detection