Does the SDKMesh class deal with the vertex format separately - or is it that the vertex format is embedded in the .sdkmesh file, and you have to mirror it in the code??

ContentExporter.exe MyModel.FBX -loglevel 4

This will give you some very useful output, such as:

Triangle list mesh: 51 verts, 270 indices, 1 subsets
D3DX mesh operations increased vertex count from 51 to 53.
Vertex size: 36 bytes; VB size: 1908 bytes
Element 0 Stream 0 Offset 0: Position.0 Type Float3 (12 bytes)
Element 1 Stream 0 Offset 12: BlendWeight.0 Type UByte4N (4 bytes)
Element 2 Stream 0 Offset 16: BlendIndices.0 Type UByte (4 bytes)
Element 3 Stream 0 Offset 20: Normal.0 Type Dec3N (4 bytes)
Element 4 Stream 0 Offset 24: TexCoord.0 Type Float16_2 (4 bytes)
Element 5 Stream 0 Offset 28: Tangent.0 Type Dec3N (4 bytes)
Element 6 Stream 0 Offset 32: Binormal.0 Type Dec3N (4 bytes)

Which you can use to create your vertex layout in code:

// Create our vertex input layout
const D3D11_INPUT_ELEMENT_DESC layout[] =
{
{ "POSITION", 0, DXGI_FORMAT_R32G32B32_FLOAT, 0, 0, D3D11_INPUT_PER_VERTEX_DATA, 0 },
{ "WEIGHTS", 0, DXGI_FORMAT_R8G8B8A8_UNORM, 0, 12, D3D11_INPUT_PER_VERTEX_DATA, 0 },
{ "BONES", 0, DXGI_FORMAT_R8G8B8A8_UINT, 0, 16, D3D11_INPUT_PER_VERTEX_DATA, 0 },
{ "NORMAL", 0, DXGI_FORMAT_R8G8B8A8_UNORM, 0, 20, D3D11_INPUT_PER_VERTEX_DATA, 0 },
{ "TEXCOORD", 0, DXGI_FORMAT_R16G16_FLOAT, 0, 24, D3D11_INPUT_PER_VERTEX_DATA, 0 },
{ "TANGENT", 0, DXGI_FORMAT_R8G8B8A8_UNORM, 0, 28, D3D11_INPUT_PER_VERTEX_DATA, 0 },
{ "BINORMAL", 0, DXGI_FORMAT_R8G8B8A8_UNORM, 0, 32, D3D11_INPUT_PER_VERTEX_DATA, 0 },
};

And of course you'll need to match that in your vertex shader, too:

struct VSSkinnedSceneIn
{
float3 Pos : POSITION; //Position
float4 Weights : WEIGHTS; //Bone weights
uint4 Bones : BONES; //Bone indices
float3 Normal : NORMAL; //Normal
float2 Tex : TEXCOORD; //Texture coordinate
float3 Tan : TANGENT; //Normalized Tangent vector
float3 Binormal : BINORMAL; //Binormal
};

Hope this helps someone!