Assimp is a Cross-Platform Open Source Library to load 3D modes. Currently, as of version 2.0, it can import an impressive list of formats and it also exports to Collada and 3DS MAX. Once loaded, all the models attributes are easily accessible through the API.
The library also performs some post processing tasks on the imported models. These range from the common triangulation and conversion to left handed systems (Direct3D is an example), to mesh performance tunning and improve vertex cache locality.
Assimp is tailored at typical game scenarios by supporting a node hierarchy, static or skinned meshes, materials, bone animations and potential texture data.
It is fairly easy to use Assimp in an OpenGL context, and a few demos are provided in the release package.
See other libs that work great with OpenGL.