The KMZ parser actually loads DAE files as well, just in zipped form. It uses the nochump classes that are also packages with the Papervision codebase to unpack everything (DAE and materials) in the zip and then parse the DAE.
I haven’t yet successfully loaded a KMZ file yet, but I haven’t worked with any other than the one that I exported in Sketchup. From what I have read about this format, it would be more efficient to extract the files first. The issue, of course, being that the zip is a much smaller file.
MD2 files are actually just Quake 2 model files that can include animation. If you would like to see this in action go to the following link: http://www.pedroleonardo.com/blog/?p=58
I am not working with Sketchup Pro so I don’t believe that I can export Collada files from Sketchup, but from what I can tell, they have the same restrictions and capabilities as the rest of the Collada parsers.