hey man, I couldn't see the post the other day, it said you posted it, but I couldn't see it yet. Thought you might have been a spammer
Yeah, all we usually did was just export it out as an obj. You can do the texturing in either package.. Whichever you are more comfortable with. The only thing you have to do is just export an obj. But make sure when exporting an obj from max to maya or vice versa that you export quads. I think maya will export geometry as-is, but max will triangulate if you don't tell it to quadrangulate. Oh yeah, welcome to the forum man.
-Z