In my experience this means some part of your mesh does not have a material applied to it. This may not be visible at first inspection, and it can be hard to discover exactly where this is (if someone else knows how to pinpoint this location, please fill me in).
I guess you could try selecting EVERYTHING of your model, setting the material ID to the same number, and applying a working material to it...
Then, should that export, you can again start selecting seperate parts and change those material ID's as you wish...
It may be a long workaround, so again, if anyone else knows a better way of dealing with this, please share
