The following settings are recommended up to SolidWorks 2016 and NX 11

SolidWorks – System

SolidWorks - STEP Preprocessor

• To export a STEP file choose File -> Save as..., as file type choose STEP-Format (step, stp) and go to Options. A new dialog box appears.
• Under Output as the following options can be selected:
• Solid/Surface geometry: the geometry will be exported as solid and surface bodies. This is the recommended option.
• 3D curves: solid and surface bodies will be exported as wireframe entities and all 3D curves are also saved.
• Export sketch entities: export all the items in 3D curves, plus all 2D and 3D sketches in the document.
• Output coordinate system: by selecting default, no transformation matrix will be applied.
• Export face/edge properties: Exports face and edge properties. Clear this option to improve export performance.
• Split periodic faces: Splits periodic faces, such as cylindrical faces, into two. Splitting a periodic face can improve the quality of the export but can affect performance.

STEP File

• In the filename syntax special characters must be avoided.

NX - STEP Postprocessor

• Start the external STEP postprocessor with Translator -> STEP AP214 and select Import.
• Select Edit -> Settings and define the options:
  (or interactive from NX 8.5) To export a STEP File choose File -> Import ->STEP203 or STEP214.
• Object Types: One or more of the options Solid, Product Data, Surface and Wireframe (depending on model).
• Recommended is to use the default settings in menu Translation Control (Tolerant Modeling).
• A*.log and a *.def file will be created in the same directory as the imported models. 
• Validation properties are supported.

NX – System

• Shaded view is helpful for a first impression of model quality.
• By choosing the menu option: Information -> Object -> Type -> Solid Body -> Select all correctly transferred solids are identified with red color. (Same way with other model types).
• By choosing the menu option Information -> Object -> Objects -> Select all after choosing the filter for Solid Body in Information -> Object -> Filters -> Type Filter correctly transferred solids are identified with red color. (Same way with other model types).