Well, Cinema 4D takes all those formats except .max, and 3D Studio Max takes all of those formats except .c4d ofc. As for .dxf and .obj, they're supported by all 3D design softwares. A good thing with Cinema 4D is also that you can export the files to 3D Studio Max, or make a .dae-file (Collada) which can be opened by Sketchup. When exporting from Sketchup you simply export for Collada aswell, and make a .dae-file which can be opened by Cinema 4D, not sure about 3D Studio Max. But all in all, it should be a very efficient loop.