if you decide to use directly opengl and not scene graph api
like java3d, i suggest lwjgl
for great opengl tutorial's head tohttp://nehe.gamedev.net
and java port's of the tutorial's can be found on http://chman-area.tuxfamily.org/
and if plan to use java3d one place to visit ishttp://www.j3d.org/
j3d.org got's some ready made model loader,not sure if there's format you want/need.
chman's tutorial:Model Loading has MilkShape3D loader.
MS3D is one good editor,plus has good converting feature's you can easily load 3DMax model and convert it to MS3D Model.