I created a new model in 3D Studio that needed to have collision added to it. I used 3 different methods, following each tutorial closely, but hadn't been able to get it working. I followed each method exactly (to the best of my knowledge) and then tried tweaking various settings after each failed test in order to search for potential errors (or a lucky break) but still nothing worked.

I started posting a help request but in the course of typing up the details, I had to keep trying things to make sure I hadn't forgotten anything. I think that was 3 hours ago. [It's now 4:15am local time.] Instead, I'm providing links to the tutorials that I used. I'm pretty sure all of them work just fine, now that I have it working.

These are the tutorials in question:
NIF Tools Tutorial - The first tutorial I tried, starting months ago.

TESCSWiki 3DS --> Ob Tutorial - The first new tutorial I tried today, very informative.

TESCSWiki Lofting Tutorial - An advanced tutorial that I tried as a last resort.

In the end, the problem came down to two things:
1 - In NIFSkope I forgot to go to Render --> Draw Havok (so I couldn't see what the real problem was, I thought it just wasn't exporting properly or something.)
2 - The bhkCollisionObject was not placed at location 0,0,0 and had somehow been rotated 90 degrees.

As soon as I corrected #1, #2 was obvious.

So, if any of you are creating, or planning on creating new meshes, use the tutorials above to get you over the collision hurdle. If you have specific questions, ask them in here. [If you use Blender, you'll have to look up alternative tutorials on the sites above.]