[Please NOTE: This article is OBSOLETE. It has been re-written and completed in this newer posts: part 1 and part 2]
Preface:
If you want to see an introductory post to Collision Detection, check out this one: http://graphicdna.blogspot.com/2007/02/3d-intersection-concepts-and.html
XNA collision detection
In D3D there´s a method called Mesh.Intersect that performs a Mesh-Ray intersection test. Many people thinks this method does some kind of optimized "magic" to test for intersection, but in fact it just loops throught all the triangles of the mesh doing a triangle-ray intersect, keeping track of the closest collision point. In XNA, there´s not such a method, and we will have to do it on our own. To do so, we will also have to deal with Custom Content Processing.
Simple Collision Detection
Before we go into a Mesh.Intersect() method, it´s a good idea to point out that XNA does include simple intersection tests for simplification shapes like: Bounding Spheres, AABB (Axis Aligned Bound Box), Planes, Rays, and any combination of them.
Using those tests, almost any kind of game-like intersection can be achieved. You must remember that a Mesh-Whatever intersection is expensive (depending in the number of polygons, of course), and should be left for special cases in which a very high intersection accuracy is needed. So, its usually preferred to aproximate a complex geometry by a bunch of spheres or boxes, than using the real triangles.
There´s a very good post at Sharky´s blog about XNA collisions, specially focused in approximating generic shapes with bounding spheres.
You can find it here: http://sharky.bluecog.co.nz/?p=119
Will continue tomorrow.
Cheers !