The FBX Converter is a handy tool that not everyone knows about. From the download page:

FBX Converter
Transfer files from one file format to another quickly and easily with the FBX Converter. This utility enables you to convert OBJ, DXF™, DAE, and 3DS files to or from multiple versions of the FBX format. New tools are now available with the FBX Converter 2012.1. You can view FBX animation files in real time with the FBX Viewer, explore and compare FBX file contents with the FBX Explorer, and manage animation takes with the FBX Take Manager.