I've used both Inventor and Solidworks professionally, and Inventor for some of my creations.
As John said, the conversion process can be something of a pain, and I'm not sure of any common file format that will allow you to texture in Solidworks (and to be fair I really don't think much of the texture mapping ability of SW). Note that it is much more efficient to map parts of a single image (material) to the different parts of you model, rather than using a large number of individual textures.
The biggest issue is that, depending on how you go about it, it's quite possible to end up with very poly-heavy models becasue of the way that solid modellers divide up part meshes. I've just done an experiment in SW with two cubes overlapping at the corners. If the cubes are modelled as two features of the same part, the export sees 'L'' shaped surfaces where they intersect that can only be exported as 4 triangles. If they are modelled as two cubic parts of an assembly, then the hidden parts of the faces remain intact, and there is a total count of 12 square faces. Even knowing this, it can often be very hard to minimise poly count. You will certainly need to obtain a working knowledge of Blender, GMax or 3DS Max in order to make the final touches.
Paul