.X export/import:
To export to .X format I use
this.
To import .X I use my le*ahum*al Version of Okino NuGraf.
Ease of learning:
It is a horrible program to learn. Like David said, it has a learning curve like the slope of mt. Everest and the Babylon Tower combined.
You have to spend quite some time with the program to learn it. Especially the modeling stuff is ver, very complex comapred to SolidWorks. ALso there are tons and tons of options to mess around with, this can be very confusing.
Mapping textures on surfaces:
Or you let the program do it, or you take the long route.
When you let the program do it, you end up with very uncool textures (when you apply them to a very complex model). The positive side is that you have full control over the other options, like bumpmapping, opacity, reflection, etc..
When you do UVW mapping, you can control the whole process yourself. It's a great way of doing things, you can place the texture right where you want it. I must admit I haven't played around with UVW mapping enough to point out weaknesses or particular strengths compared to the other method.
In one sentence:
It's expensive, it's hard to learn, but when you can handle it you can make magic.