Yep, I use ShaderFX alot, the only way I can even stand 'showing' anything else in Max in this day and age.
Anyhow, if you're still on the road to get Max to show shaders (especially vertex blending), I have a vertex shader lying around. It's pretty bare bones (only the diffuse has been created) but it essentially have everything from Cavity masking to individual channels RGB mapping (as well second UV option for enabling world offset textures).
http://www.mediafire.com/?64ph42mv6t88a4y
It's in SFX format (ShaderFX) and it's pretty big, but don't worry, if you know the basics of materials, you will be able to get your head around it.