I have totally no experience regarding exporting models with textures and importing them in Unity3d. What are the things I have to keep in mind? Are there tutorials about how to do this? With my previous attempts I ended up with models without any textures what so ever.
So I would like to know how to get my models with both my own textures and built-in 3dsmax textures in Unity3d.
Apart from the answer above. just to filling some more info from my experiences.
The FBX way have a option which you can embed you "media" - the textures , and unity will import the mesh and textures assign to the diffuse channel get automatic bought in , which is nice and save some time, but as far as I know , only diffuse textures get in automatically.
The .Max files have some good point as well, you can make changes to the scene in max and it gets updated in unity after you save you scene. just to make sure you have the latest fbx exporter installed. then you can just save your max file into the unity asserts folder, but for all the textures you need to put the in the a folder and name it "textures@ and put it in same folder where the max file is. even then, the textures some time get assigned automatically some times not,which I not sure why.
There's a page here describing the specifics of importing models from 3ds max:
http://unity3d.com/support/documentation/Manual/HOWTO-ImportObjectMax.html
Make sure you follow the instructions there.
Basically there are two ways. Use the .max format directly, or use the .fbx format. I use the fbx format, because I'm used to that workflow from before Unity supported .max files, and it does seem very robust - so if you're having particular problems with .max files, give .fbx files a go.
Also it's worth bearing in mind that certain types of textures aren't supported - I'm fairly sure that all the non-bitmap texture types are unsupported (the procedural and 3d textures, such as Cellular, Gradient, Marble, Noise, Speckle, etc...) so stick to Bitmap-based textures.