I've had good luck with .obj

The Carrara .obj file will save material zones and polygon groups in forms that can be detected by other applications.  I do not believe the creasing information is saved, however.

The materials are enhanced by the .mtl file that is saved to your disk along with the .obj; this gives basic materials settings including a short path to external texture maps.

I have not worked with 3ds Max.  I have imported .obj into Bryce, Poser, and Carrara itself, and been happy with the results.