I have nothing to add except hidden triangles in Maya drive me bat sh!t nuts. Being able to control hidden edges in 3dsmax and not have it re-triangulate, is very helpful when rigging. I'll have to read up on the info MoP posted sounds like it might be pretty helpful.
I agree with Chillydog12345 andJorvid, and I would also say that you should add variation through use of light color, as well as darkening the scene. Try using less normal information and push your texture sizes and add more subtle color variation to the textures. It looks good for a 3dsMax\Maya render :)
Well, have you tried the "polygon transparency sorting" option since you're using maya 8.5 ? I don't know if it's working with high quality rendering but you can give it a try. Prior to maya 8, yeah, maya did only object sorting, while 3Dsmax does poly sort for ages... :)
In 3dsmax you can use projection modifier to project your uv maps to a different mesh. 3ds Max Help page Although expect to manually cleanup the projected uv's for a fair bit, I only found this usefull for quickly spitting out really low poly lod's when under harsh deadlines.
You should watch go through the tuts upon starting the software. It has a page dedicated to your exact complaint :D Sometimes you gotta suck it up and read the app tuts quickly to figure some basic stuff out. You can also change the navigation keys to match Maya/3DsMax.
All those things you listed, are limitations with 3dsMAX NURBS. I'm not using MAX though, i'm using MoI which is a CAD package written for designers, not engineers. Yes I would rather use NURBS over sculpting for some of those armor pieces. The lion and eagle head would be easier sculpting.
And this is one of the reasons I suggest just biting the bullet and taking the 3 weeks to get used to the 3dsmax interface... It only puts off the inevitability of having to learn it for a short time. I think you can get it done with 3D snap set to edge, if those are the only two meshes you're working with. Edit:
Hi only a black screen comes when I click on it ... anyway what this means that I could check and render an object I do for UDK in 3dsmax without the need to import there? that woudl be good to me since I cant seem to get start UDK without crashing and I need to make assets for it .....
This is common with 3dsmax and zbrush. I forget the steps required to fix the uvs in Max (I should probably write them down the next time someone posts them since this is asked about frequently), but I think the zbrush method is to switch how you're importing the mesh (use goz if you're not, or vice versa)
I'm glad you got this working. Another way to do, for people that search in the future, is to use Animation Layers. They basically do what I mentioned above, but it's all behind the scenes. :) http://docs.autodesk.com/3DSMAX/15/ENU/3ds-Max-Help/files/GUID-4C8B42F3-5EF1-458B-B806-E1234CEA87B6.htm