I'm also trying to export my City Engine model to ArcScene, unfortunately without success. Tried collada (dae), KMZ and FGDB. Any suggestions? I'm using City Engine 2011 and ArcGIS 10 SP4. The FGDB turns out empty. Trying to import the dae file, the Import 3D Files tool aborts without giving an error message. KMZ just makes ArcScene to hang.