First: I've followed some usefull tutorials and I imported some characters in 3DS without problems, but I'd like to know if is it possible to export my personale Fem Shep from the game? I've only found the default character...
Currently, I don't think there are tools that can do that, however, it may be possible. The facegen data is not stored in the cookedpc folder, it's stored in your mass effect save game file. That data can be exported with the gibbed mass effect save game editor. The problem lies in translating it so that it's readable by 3d studio max and can be applied as a morph target.
Another possible way to do that would be to use a program like 3dripperX and rip the already morphed mesh directly from the game, then set up that mesh to be used as a morph target on the rigged psk that was ripped using umodel.