@Aski:
a) In MAX chose all objects in scene;
b) select options Rendering->Render to texture;
c) check the option Per Object Settings (Enable);
d) click Add button;
e) select 'lighting map';
f) click Add Element button;
g) select texture resolution;
h) click Render button;
i) wait

;
j) in MAX/images directory has to be you lightmaps called *LightingMap.tga;
k) use my early tutorial...
@afecelis:
I'm also thinking about complex materials.... if you'll have some ideas post it here.
And what about lightingmas - I used the same resolution to lighting maps and shadows maps.