Which is the best way and format to export level/characters with polygons and textures, made in 3dsmax, directly to load in opengl or direct3d? (after making a proper loader of course) The .max format is a mess and I dont understand it, I saw that also, but I dont know how its made:
It really depends what you want to do and how much control you want. I found using the 3d Max SDK worked well for me but it is a bit tricky to work out how to get the correct data you require. You can find some examples in the SDK and from doing some Googlin'. Your other option is to simply write or use a loader for an existing format.