3D game formats are still very murky waters. They have been for years. It is pretty much impossible to pick one. The main criteria nowadays, in my opinion, is how skeletal animation is handled. Here are some other thoughts on specific formats:
.obj is still extremely popular for static geometry (of course, we already have that).
I'm not interested in 3dmf at all.
md2 is definitely dated, but the major strength there is that it is a fairly easy format to deal with and has *lots* of available documentation all over the place. md2 is still pretty popular with game programmers (non-pro), and is not a Windows-only format anymore than anything else is (id has traditionally been fairly platform agnostic where practical). As already noted, it does not do skeletal animation, but rather key-framed vertex interpolation animation, (`morph' animation for short). An md2 export in Cheetah3D would actually be welcome.
md5 would be even more welcome IMHO. md5 is the file format for Doom3. It's good stuff, and fairly straight-forward.
.x is designed to work with DirectX, which *is* most definitely Windows-specific. However, .x is actually a pretty nice format too, from what I've seen so far (which is not much, admittedly).
fbx appears to be gaining popularity. My only personal gripe is that I haven't been able to find much documentation on how to import stuff using fbx, other than using some cryptic (C++), and rather large (like ~50 MB last time I checked) library from Autodesk. I haven't looked carefully enough here though. If someone (Martin?) knows better, then I might be more willing to support fbx in general.
As it stands, my vote is md5
