I'm using Lazycam for a few years now mostly for routing applications, modell airplane building. I think it's a 2 d program, never tried 3d. The problems I have with it is that it doesn't take splines (coming from Autocad)so have some extra work to redo certain things in polylines.
Lazycam manual section topic tutorial #1 preface concept drawing preparation machining the boss boss offset remarks - creating the boss drilling holes wizard conversion of g81 manualy changing the posted gcode g73 canned cycle g81- g89 canned cycles g81 drill cycle g82 drill cycle with dwell g83 peck drill cycle plate profileoffset lead in. LAZYCAM MANUAL _ REV 1. The manual covers the Mill and Lathe modules and may be updated in the future to add additional tutorials.
I'm not sure dxf format is consistent enough for programmers to provide it all and because it's a standalone application that might be a problem. Compared with the price you have to pay for a 'proper' 3d gcode generator I think it's ok. I've seen it has now 3d foam option, but haven't tried it by now.