What I would do is Bounce each track down as a seperate wav file (Via File/Export). Solo each track, one at a time from the beginning of the song (Silence and all). That way when you transfer the tracks to a new System/Program You can simply drag each track to start of the song and cut out the silence as necassary. This may seem a waste of space (And for large songs you may need multiple CDR's to copy all the files), but it is far superior to OMF. I often use this method if I track on multiple systems (i.e. When Tracking Vox in a neighboring Pro Tools studio, I'll make stem mixes in cubase (i.e. Drums Mix, Guitars Mix, Bass Mix, and Keys Mix), Transfer them to CDR as 4 big long files, Simply drag the 4 tracks into Pro Tools, record the vox, and burn the new files back to disc as big files to bring back to cubase). Then cut out excess blank space...and Presto. OMF is often very buggy from program to program, and is more or less suited for only one transfer between programs, and often leaves you with corrupted files. It would be a lot a easier if manufactureres stepped up on the conversion process to make it more stable. But additionally the method I describe is more universal as many programs don't support OMF either.
Note:Unless you can only get a particular effect you like in the program you currently work on, bounce the tracks without FX. If you want a particular effect I would bounce down the track twice (With and without FX).