Condensing as many as possible is of no use. Unity needs to make a draw call per object per material, which means that 10 objects with one material each have the same number of draw calls (and thus performance) than 1 object with 10 materials. Condensing all objects which use the same material makes more sense, but not merging everything.

Unity has a built-in lightmapping tool, but if you want you can create your own lightmaps in 3ds max, like you seem to do.

Render To Texture has a checkbox to prevent shell material creation at the bottom of the dialog (output into source or so), so you don't have to get rid of all that shell materials manually.

As for what maps you need, that depends entirely on what you want to do in Unity... all the bumpmapped shaders in Unity can use a normal map, specular shaders can use alpha component of main texture as specular map, and so on. If you want an ambient occlusion baked into texture, you have to multiply that into your main texture for use in Unity.