Hi Rachel,
Thanks : ) I would say you would need to learn at least basic level of 3DMax to use it just for Vray purpose, to be able to navigate the scenes, materials, create lights and adjust your general rendering settings. 3DMax is a complex and powerful tool on its own and apart from the Vray version being always ahead from Vray from Rhino, it has very good render and post-production oriented features and plugins. There is really nothing about the above images that could not be done in Vray for Rhino; Max version may be just a bit faster, stable and have better UI.
I have written a custom exporter for better Rhino<>Max exchange, but it is mainly to keep the files organized the way I need. It uses 3DS or OBJ format for geometry export. Whenever curves are needed, DWG has been working pretty good for that.
Breps: In general I would say Rhino NURBS surfaces and polysurfaces (as oppose to Mesh geometry), but check this out:
cheers,
–jarek