TheUnnamable

Most of the big teams have their own formats, which are close to the processed ones. So they can just load the whole file into RAM and use it.

Probably, you'll just want to have a format which supports all the features you need. Also, I suggest looking into AssImp, if you need a library ( http://assimp.sourceforge.net/ )

These models are composed of separate nodes. Each model file contains its own meshes, skeletons, particle emitters, effects, etc. Then, it is up to the program to handle these nodes and render each of them.

The pros are that it's quite easy, gives you some flexibility with scripting, and you can use it for fast prototyping. Also, you can use some third-party stuff ( like DLLs, DyLibs, extensions or libs ) for more complex projects. It's also a nifty tool for targeting handheld platforms, but I have no experience with that.
Personally, I've found the lack of structs and classes limiting once, but I've found a quick and painless workaround for that. If you have a limit that doesn't lie in the scripting language, then you can just skim the forums for a DLL.
The cross-platform issue depends on your budget. You can buy it for Windows, and then pay separately for the other platforms.

Saw this topic some days ago, it's definitely worth a read: http://www.gamedev.net/topic/622754-are-pack-files-pak-zip-wad-etc-worth-it/

I'd prefer Vector3& normalise();  as it's part of the class, meaning that it actually changes the instance. Also, this returns a reference to the instance itself, so you can use more functions on it in a row.
For your second line, I'd create a global function outside the class, that would return a new instance, without changing the original one:

class Vector3;
Vector3 Normalise(const Vector3&);

This way it makes sense for me, although that global function is still a bit problematic, spamming the global namespace. An alternative could be this:

class Vector3
{
	 Vector3& Normalise(void);  //<- Changing the original instance, then returning itself
	 Vector3  Normalised(void); //<- Returning a normalised copy of the original one
};

Vector3 v1;
Vector3 v2=v1.Normalised();

Ta-dah!