For exporting 3D models, the usual order of preference is Parasolid, ACIS, STEP, IGES. I believe that NX uses the Parasolid kernel, so Parasolid would be the most logical choice. ACIS is likely to be the best choice when going to AutoCAD, as their kernel is based on ACIS. On the other hand, every once in a while it will happen that an IGES file will work better, or perhaps a STEP file.
Thanks for the help will give that a try and see if it works.