I've been using Okino's Polytrans to do that, and it works, you can get useable objects from solidworks. however there are still some issues. for example if the SW object has holes the normals in maya will look funny.
and they are right sometimes things get very large when converted, it does have a build in reducers. Also it ONLY converts into POLYGON,, there is no way to get NURBS properly (they claim this is a Maya issue)
they have a free demo, so I'd try it on your objects and see for yourself.