Untextured surfaces in Sketchup will show transparent in MCX and the sim as well.
Even though MCX converts textures to dds automatically, I follow a process that may be more complicated but I feel that allows me to have more control over it.
First of all, when modelling, I try to define from an early start what kind of texture sheets I will need. I then start creating these sheets in photoshop, allowing for space on them to add additional things in the process. This saves very much in draw calls as one may be able to cover a complete object with one or two textures. I save this texture in jpg format as well as dds format from within photoshop. I also ask photoshop to create mip-maps when saving in DDS. This reduces the shimmering effect when the object is seen from a distance. I import the jpg texture only in sketchup, I give it a material name that I can recognize (not just material1 etc) and use it for detail placing it and adjusting it on the object. Then, when I read the dae export in MCX, I manually replace the jpg textures with the equivalent dds textures on the object and convert to mdl or directly bgl. In MCX I could go further and also assign bump maps, spec maps, and other material properties like reflectivity etc.