One of the best programs for importing models from countless formats is Milkshape 3D. It's got a free trial but it's only $20 to buy or something. It's rubbish for actually editing or creating models but it's a fantastic converter. If you team this up with another program called Anim8or, you can import fully-textured Half-life guns and stuff.
Check out
www.freewebs.com/xtremeaddonstudios/projects for converted Half-life addons. They are all extremely high quality, and possibly some of the best on the web. My personal favourite is the M4 pack and Ak-47 pack, however the M4's don't seem to be properly finished, but still playable.
Milkshape 3D can be downloaded at
download.com or maybe here (i'm not sure) but Anim8or can be downloaded in the editor's depot.