We've had some success with using Milkshape as an intermediate tool. Here's the process we use ...
1. Export your Maya model as an OBJ file
2. Use Milkshape to open the OBJ file
3. The textures won't always show up in Milkshape so you'll have to reset those, but the U-V data seems to be there so the textures snap right into place.
4. Export the model from Milkshape into .X format
Now you're ready to use the model in DirectX. The process is a round about way of doing it, but's a quick process and it hasn't failed us yet. However, we've only tested it on static meshes that we animate ourselves in DirectX. We have not attempted to export any models that contain animations.
Hope this helps.