What file formats does Unity support in the Import Pipe line?

I currently use blender and I was wondering what can you export from blender and import to unity. I know you can obviously import models and animation. But what about particle effects, physics properties, and lighting? A list of file formats supported by unity in the import pipeline would be very help full. Also, I will eventually use 3Ds max in future games once I have enough money, so a list of supported file formats from 3ds max would be helpful too.

Have a look at this document:

http://docs.unity3d.com/Documentation/Manual/HOWTO-ImportObjectBlender.html

Unity won’t import lighting or particle effects, at least not natively. But if you have a pro license and you’re willing to do a lot of scripting, there’s nothing stopping you from converting a .blend to Unity’s textual scene format, which is documented here:

http://docs.unity3d.com/Documentation/Manual/TextualSceneFormat.html

But that’s not a trivial task, and it would probably be a lot easier to just do all your look dev, particles, and lighting setup in Unity.