I make really hacky models using extrusions and the like, within Altium.
(Note that you can make extrusions in other directions than vertical, by doing the usual vertical extrusion, then hitting the 'convert to STEP' button, and manipulating the part as usual. This at least allows more complex shapes without too much effort).
I'd like to hear a better solution too, though!
(TE have good 3D models, if you're after anything they make...)