Inventor has an obj exporter so it definitely should. You can also import 3d dwg files from AutoCAD into Inventor and Sketchup. Sketchup has had an obj exporter plugin since Sketchup 5, I don't know if it still works but you can still jump through .dae anyway, or use Valve's vmf exporter for maps. Then there's 3Ds Max and Maya, both of which are autodesk products now. I think they've got dts and map export plugins already.
You can basically model in any program you want, all that matters is how many programs you feel like jumping through. It's perfectly fine to introduce multiple programs into your workflow, provided they all play nicely together and don't give you lots of garbage when you import. It's okay to start in Sketchup and end in Blender and it's fine to start in Inventor and end in 3ds Max.
Case and point, Sketchup has a LDRAW importer. You can model a vehicle in LDraw and get it into Blockland with some work.
Also, if you want pretty renderings of guns and things you drew in Sketchup, try
Kerkythea. To be honest it's been sitting on my dekstop for a few months, but I've seen some nice renderings from sketchup done in it.