In any case, after fooling around inside Unity - it seems like having been bumped around by the hdk and all helped alot with understanding how the OO works in Unity with C#. Of course, I finally hit a bump of trying to import animation in. Because I don't actually have an animation package. Houdini's out as mentioned before; apprentice doesn't have FBX export. Once more, I tread into the open source waters and downloaded blender. Again.
I tried, I really tried, but the basic navigation is really, really just non-intuitive. For me, that is a fact. Heck, even the dude IN the official video tutorial mentions it is not very useful for people coming from other packages.
Enter: Cheetah 3D. (Again :P)
The last time I tried Cheetah was version 5... ish. I tried Version 6 today, and whilst it still isn't the easiest to pick up, out of the box, I could navigate and figure out stuff more or less.
Heck, I was rendering with caustics and AO very soon after that. So you know what, I hit the buy button, because the demo version of Cheetah could not save or export, and I really wanted to get assets into unity.
A very nice thing about Cheetah 3D is that the native file format (.jas), is natively supported by Unity. Just by saving the model in the /assets directory, alt-tabbing over to unity will have it show up on the fly. Fbx should do the same thing as well.
Animation also appears to just work. I setup an animation "rig" in Cheetah - a box with bones and skinning basically - and the animated mesh appeared in Unity without a hitch. There are the usual assortment of tools to paint weights per joint and blend shapes, pose tools - didn't get too far though, as what I'm doing doesn't involve skinning.
Can't wait to see how the light maps import into unity :D