I know Solid Works has the option to open Pro/E parts in it's Open Part dialog but you need to purchase a license from Solid Works for it to actually open the Part.
I know this cause I was told so when I tried it. I'm not sure if it retains the features but with the SW feature recognition tool you could rebuild the features if neccesary. It probably works better than using a neutral file.
SolidWorks 2005 can open Wildfire 2.0 *.prt files and you have the choice of bringing in the feature tree or a "dumb solid". It is hit and miss as I have seen it. Some times the neutral files just are still the best thing out there.