I use mostly 2.5d milling (basically wherever possible).
I will not go integrated with SW because it complicates the use of 2.5d machining.
I also do not want to have to re-draw customer supplied dxf's or be limited to needing an active,running license of SW on the computer to do simple machining jobs.
I use VisualMill6 Pro and they (MecSoft) do have an integrated with SW version available.
I do have the direct import module, but usually convert my drawing to a simplified dwg for CAM when the machining will be 2.5d. May sound odd, but this is WAY faster than other options.