TheKarithian have you tried the tutorials from saidenstorm? He claims that his tutorial do work for skyrim to get collisions... I haven't tried tough so I couln't test....
I've not seen the tutorials you speak of. Granted, most of my intensive work on this issue was done shortly after game release, but to my knowledge, no fixes have been made available, and no tutorial is going to solve the problem.
Yes, you can get collision meshes out of 3DS Max (and perhaps Blender also), and with some "tricks" you can export from NifSkope. From there (NifSkope) you can export into Skyrim compatible .nif models. The trouble is, no matter what you do, the colllision meshes derived from NifTools simply don't work very well (not precise enough) in many cases.
Take Convex Shape mesh for example. It would be nice if that actually worked properly. Even better if we could use "Strips Shape" at least, but that's currently a no-go too.
Here is a crashed "space pod" model I tried to use Convex Shape collision mesh: http://www.x3dmod.com/ftp/images/skyrim58_wreck2.jpg
As you can see, the shape of that model does not lend itself well to box or sphere collision (from within CK) and it's impossible to get any NifTools-based meshes that fit the exterior shape accurately enough for my purpose - and that's not even talking about being able to crawl inside the pod.
There have been plenty of rumors about people claiming to import collision meshes, but it simply doesn't work in any real sense and the fact is we are not seeing many people publishing mods derived from alleged results. Yes, you can export a Convex Shape mesh from 3DS and you can get it into the game, but it's almost worthless because the shape usually doesn't fit the model mesh properly (no matter how many times you trial and error the mesh size).
Having said all the above, you can still get good collision meshes if you can apply some combination of box and sphere shapes within CK. As mentioned earlier, this method works well In case of my Dovahkiin Sanctuary (yellow is CK Collision boxes): http://www.x3dmod.com/ftp/images/skyrim_collisionmesh1.jpg
Part of the reason I am detailing all this, is because I would love someone to point out a real workable alternative, but unfortunately, I seriously doubt that's going to happen until the tools are fixed.
This (Collision) problem, along with the Navmesh bug, are the two main big fails for Skyrim modeling/modding (imo). There is faint hope (based on statements from Bethesda) the Navmesh bug will eventually be fixed, but I'm not holding my breath and I have more or less given up on Collision ever working properly with this game.