One thing you can try that might also appeal to the XSI users is Right Hemisphere's Deep Exploration. It has a HUGE amount of file formats you can convert between and has a 30-day unlimited trial (though animation only gets exported through the first 5 frame in the trial version). http://www.righthemisphere.comhttp://www.righthemisphere.com
However, my experience shows that the best way to go from Maya to Max is to use Okino Nugraf (PolyTrans) via the Okino file format. It preserves nearly everything, though I haven't been succesful in exporting skinned animations... the bones tend to animate correctly, but the skin is not attached. I have had problems with Maya's vertex normals not being translated correctly to Max smoothing groups when using Deep Exploration. I do not have this problem with the Okino software.
Hope this helps.