After diving deeper into woderful world of 3ds Max I've got a couple of tips for anyone facing model scaling/smoothing issues after importing from DWG.
Firstly you should probably try exporting your AutoCAD to FBX and then apply Turbosmooth modifier to all objects (inside 3ds Max). If your model isn't really complicated it'll work nicely. And you can tweak any problemmatic objects later inside 3ds Max anytime later on. Beware you'll loose all object ID info if you'll use FBX (and all AutoCAD blocks will be separate objects instead of instances in 3ds Max).
Secondly if you really need to import your model as a DWG (in case model is complicated and you want to save block IDs) you can set your 3ds Max units to Millimeters, then two ways:
1. Import your DWG (which should be in mm as well) setting curve steps to 100 and maximum surface deviation for 3d solids to 0.1 mm (in the import dialog window). Once imported apply Turbosmooth to all objects. They're gonna be smooth as you're used to in AutoCAD.
2. Import your DWG (in mm) but tick Rescale in import dialog window then set incoming file units to centimeters. Remember to set curve steps to 100 and maximum surface deviation for 3d solids to 0.1 mm. Then you have to deal with scaling which is going to be 10x times larger that it should. But because 3ds Max works differently with scaling tool if you'll just select all imported objects then right-click Scale tool button and set scaling to 10% you will have problem. All textures (once you apply them) will be off 10x times. So you have to:
- select all imported objects
- apply XForm modifier
- hit + sign before XFrom in modifier stack (all objects still should be selected!)
- click on Gizmo
- then right-click Scale tool and set scaling to 10%
- viola now you can continue working and all textures will have right scale and mapping coordinates!
P.S. Don't forget to use UVW Map modifier once you apply your material.