1. Can Max bake lightmap to 1 file from many separated objects? 2. Can Max take into consideration smoothing groups during baking? 3. If not 'Render to texture' from 3d max - what program do you use to baking lightmap?
Not sure about 1 lightmap from many objects - I've never tried it. I assume it's possible. Max does take smoothing groups into consideration. Most other people, assuming they're not using built in tools (maya, max, xsi, whatever) probably use XNormal.