Here I'll explain how to obtain a Cel shading effect with a few steps.
If you don't know what Cel shading is, you can read some informations Here!
For this Tutorial I used 3d Studio Max 2009, but a newer version will work too!
First of all import the model you want!
Once Imported, select all the parts you want to apply the cel shading effect and create a copy of them. To create a copy of some objects, select them a right click and select "Clone", after that right click on "Editable Mesh" and select "Make Unique".
Here's an image showing these steps:
Now you have a clone of every part you want to apply the cel shading effect, I suggest to create a single object from the cloned parts, but it's optional, you'll obtain almost the same result if you keep the object detached.
Now there's another optional step, doing it will reduce the number on vertex and bones on the final mesh without any loss of quality. Apply a "Vertex Weld" modifier to all the cloned object, on the threshold field you can insert the Value you want, the greater the value, the more will be the vertex welded.
The "Vertex Weld" modifier is used to delete vertex where one of them is too near to another.
Here's the image:
Now you have (and this isn't optional!) to apply a "Push" modifier. On the "Push Value" field enter the value you fell more appropriate, but I think it needs some explanations!
The push modifier "pushes" your objects from inside to outside, causing them to expand by the value you insert in the "Push Value" field.
The value can depend from a lot of things, the best way is to try and see the results, you can change the value hereafter.
Now apply a "Normal" modifier and be sure that "Flip Normals" is checked.
Now the only thing left to do is to apply a black texture to the objects.
You can do that using a black image and using that as texture for the object or you can create a material directly from 3d Studio Max.
Press "M" and the material editor should open. The only thing you have to do is change the Ambient color to black and apply the material to your objects.
An image is enough (It's really simple!):
Finish! If all went well, now you have applied a cel Shading effect to your objects.
Here's what I've obtained using the values of this tutorial on a simple object:
(Click on the image to enlarge)