YES the DXSDK will come with the appropriate exporters for, 3ds, maya, and I believe XSI...
HOWEVER, I've used it professionaly for maya for the past two years, and lemme tell you, the DX exporter can be quite tricky... if there is a 3rd party one, I advise you to use it!
Also, at least for maya, it will export everythign in the scene, including cameras, and hidden meshes, so be sure you have a VERY clean scene when you export... NO ERRONEOUS MATERIALS!
But I gotta say, it's super cool that the DEV team chose such a widley accesable format! That way EVERYONE can mod, not just the Smaxers, or just the Mayans... Good call...
Hmm.. maybe my next demo reel will be sent to YOU guys