If you are thinking 2D stuff, then I can recommend Vectric Cut2D, ~£117. It's more visual than CAMBAM, and I prefer it although CAMBAM is also good. Also has a good forum and support. Vectric will take your DXF file from a CAD program and create toolpaths and then Gcode. It also has some basic CAD functions. Free demo which allows you to cut out some examples on your machine to make sure it all works.

http://www.vectric.com/WebSite/Vectr.../c2d_index.htm
http://www.vectric.com/forum/

George, I'm sure you didn't mean it like that but to clarify I don't think Mach3 will take DXF files directly, needs toolpath and Gcode creation in between.