The Team Fortress 2 blog has got a great gun tutorial for you from Jalcober. He covers the arcane art of getting a weapon into TF2.This really is a great concise document on the process. He isn't just showing you how to export to an obj here, but rather shows the entire process from start to finish. He even uses Blender as his tool of choice, so anyone who can download a few free programs can get some TF2 loving going on.
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Always nice from Valve to advertise on contributors work.