If you ask me what the best solution is I'd say a 3dsmax plugin/script that directly exports to GR2
AS you say, besides FBX there are not a lot of alternatives.... Collada import/export in c4d at least does not support IK
Ps.: I only ever tested fbx to gr2 conversion with FBX 7.3 files and with FBX the version numbers are VERY important.
I don't even know another model format that supports IK besides fbx
