I am sure there will be many different approaches.
What I usually do is that I save the each frame (object) as obj file format and load the sequence of obj files into Maya using the plugin below.
http://code.google.com/p/animobj/
I actually made the plugin for that purpose. If you have multiple objects (I'm sure you do

), you might need to modify the plugin.
Another approach would be to export your scene as FBX file format. You won't need any plugins to load it into most 3D tools like Maya or 3DS Max. There is a FBX SDK from Autodesk.
I hope it helps you.
Dongsoo Han