Cshop can not currently make .dbo files. this means you must export your level a 2 .x files. one file is the normal level, with the normal textures. the 2nd is the level, but with the lightmap texture. then you load in the lightmap object, and then load in the level object. then you have to ghost one of them (forget which one), and you're level is lightmapped. the drawback is you have 2 copies of your level, which means twice the polygons.
with the .dbo format, you get it all in one file, which means no double polygons, and no messing with ghosting.
personally, I think Gile[s] is the best choice
right now. bear in mind that I haven't used Cshop to any major degree, so I can't compare the features of the programs.
Also I know there is a plugin availabe to load Cshop files directly into DBPro, but I don't know how it handles the lightmaps... it might use the 2 object method, or it might not.
Go Go Gadget DBPRO!

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