There are a number of tutorials in the Civ5 Tutorials and Reference subforum, mostly geared towards units, and they are all Blender-centric. However, they'd still be instructive for a 3DS Max user.
If you're making your own animations, use the
Civ4 to Civ5 tutorial (even if it isn't a Civ4 unit). However, it's tough to make a trigger file that isn't jerky at animation transitions. If you can (i.e., your unit is sufficiently similar to one in the base game), I'd recommend avoiding the animation headache and attach your new unit to Civ5 animations by using
this round-trip tutorial.
The difficulty of the process is the proprietary Granny gr2 format. The fbx converter that came with the SDK is broken, so a lot of the problem comes from getting a clean conversion. Thankfully the community came to the rescue. Thanks to IndieStone (lemmy101 and CaptainBinky) for the original NexusBuddy, and then Deliverator for his massively improved
Nexus Buddy 2, we have a path. You'll still need Blender and Deliverator's Blender scripts to convert it to br2, which NexusBuddy can then use to do a clean convert to gr2. However, you can still do all the modelling in 3DS Max if you prefer, just export it to fbx or any other format that Blender and 3DS have in common.
