MJC has already stated the most important considerations. But I will add a couple of things.
1. Due to a lack of texture baking technology, Bryce has no way of baking the procedural onto the model so that it looks the same in all applications. The most you will get is a small sample of your procedural texture that you must then use some form of tiling to get the texture to wrap around your model fully in your target application.
2. Models with UV maps pre-established will retain the UV maps when exported….but there is a bug that somehow flips the UV mapping vertically so the result is that the texture can look upside down. This is why I always keep a free version of UV Mapper on my system so I can fix certain things.
3. The bridge between DS and Bryce actually works both ways, you can send items from Bryce to DS directly with the bridge. As stated above, if the materials are procedural Bryce will try to come up with something, but it will be nothing more than a texture sample that gets repeatedly tiled, it will not look the same as it did in Bryce. I do not know if UV Maps get flipped or not with the bridge, its been a while since I used it.
4. Last is dealing with models constructed by boolean operations. Complex boolean models can have nightmarishly odd material things going on. Be careful with booleans that are several generations deep. A simple sphere cut into a cube is one thing. but if that result has then been cut and added to in second and third generations of boolean operations, a lot of the individual texture zones will be lost after the model has been exported. So I just suggest being careful, but not frightful.
Best of luck.