After a bit of research I see that it is possible to easily export from 3ds Max directly to your Cry Engine 3. It may work for other programs such as Maya, Cinema 4D etc, however I only researched 3ds Max as I am proficient in this software.
If it were me, I would purchase .max file format models from this site, or better yet contact a potential seller regarding their models and request them to make a CryEngine 3 format that is ready to import.
From what I can tell, it is as easy as pressing the export button from max using a simple Autodesk Plugin. Find more here - http://docs.cryengine.com/display/SDKDOC2/Installing+the+3ds+Max+Tools