Really old thread, but thought id bump it up.
I am all for building in 3ds max, I have used ldraw editor, leocad, sr 3d builder, and ldd, but I find that building in max is faster and more efficient.
Some things to do are put the grid on 8mm by 8mm and use grid snap. for moving up and down I use two script buttons that move up/down 9.6mm(block height) and another two to move up/down 3.2mm (plate height). then hotkey those 4 buttons. I create another two hotkeyed buttons for rotating 90% and -90%.
For quickly getting a peice up to the plane you are going to place it at, i switch snapping to vertex snap and quickly snap it onto a peice near where its going to end up, then when its in the correct height i switch back to grid snap. I also hot key the snap switching.
I hotkey camera-rotate as well and keep all these hotkeys in a convenience cluster near the shift key being that is what is used most often to drag-copy bricks. The result is some fast and efficient building.
I just use simple cubes for standard blocks and plates (without any studs) and import the more complex pieces from DAT. polygon winding is often an issue on the DAT models but an easy way to clean it up is to add the optimize modifier and have it autocompute edges. this really cleans up the display by grouping clumped triangles into larger polygons. then and you can easily flip the large polygons that are facing the wrong way instead of having to flipping hundreds of small triangles individually.
For final rendering i run a script that shrinks all the peices from the center by a small amount, so that the subtle lines appear at brick intersections. I do this only after i'm done with the scene being if you shrink the pieces first then you cant use vertex snap anymore (it will make them flush).
I hope more people use 3dsmax, then we can share our various lego scripts and building/rendering teqniques!