For which formats are Cycles materials completely and accurately exported? I'd like to export my scene to one or more of the file formats listed in the File &rarr; Export menu:  .3ds, .dae, .obj, and so on. Which, if any, of these formats records all the details of Cycles materials &ndash; all the types of shaders, RGB curve nodes, all the texture types, and so on?  If I make a complicated material in the Node Editor, will the visual appearance of the rendered object be properly conveyed to someone using 3D Studio or Wavefront? I'm not worried about meshes or most other things, just materials.

Lacking any of the software which would normally use any of the exportable formats, I have no way to check by direct experiment.  Even if it did work &ndash; and even if Blender can re-load an exported file and the scene looks okay &ndash; I can't be sure if I just got lucky and unwittingly avoided some tricky feature.
OSL materials transfer best, as James pointed out.
As far as I know, Cycles cannot currently export it's own materials. Blender Internal can sure export textured things though.

Anyway if your scene is already built up with Cycles your best chance for going to 3Ds Max is first .fbx and then .dae.

About file formats:
.3ds is old.
.obj is old too, but has worked well for me, especially concerning mesh-only models.
.dae is great with textures, optimized for gaming.
.fbx is great with textures, optimised for autodesk :)
dae and fbx should probably support shaders, but as stated before, Cycles doesn't support exporting them yet anyway.

more on .dae