I use a program called Ultimate Unwrap 3D.
https://www.unwrap3d.com.
Ultimate Unwrap 3D supports many file formats, including VRML 2.0, X3D, DAE, STL, and OBJ export.
I have personally tested them all, and they all work successfully for upload to ShapeWays website.
You can find all of these test models under my account.
VRML 2.0 - Textured, YES
X3D - Textured, YES
DAE - Textured, YES
STL - YES (STL format doesn't support textures)
OBJ - YES (OBJ format supports textures, but ShapeWays doesn't read it yet)