We do a ton of Sketchup to Max here, and you're right. Sketchup geometry is really difficult to modify once it's brought into Max. Our approach is to do all the modeling in Sketchup, so we don't have to make changes once it's in max. We are careful about grouping geometry and softening edges in Sketchup so we don't have to worry about welding or smoothing groups once it's in Max. Big chamfers are modeled in Sketchup, and small ones are taken care of with a Corona Round Edges map. By the time we bring our geometry into Max, all we have left to do is apply materials and add lighting. If we need to make a change, we update the Sketchup model, export the changed geometry, and delete the out of date stuff in Max.
If it's absolutely essential to be able to modify your geometry in Max, you may be better off building it in Max.
Also, for what it's worth, we get our best results importing .skp files, backsaved to version 8. There are fewer unnecessary edges, and it better preserves material names.
