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A binary .stl should certainly work. I do not believe RViz supports obj (unless that's changed somewhat recently).

Gazebo can visualize .obj meshes, as well as .stl and .dae, but only supports textures for .dae.

Meshlab is a great, easy to use tool to convert or manipulate meshes if you do want to use a particular format that your CAD package can't export to directly. Similarly, Blender is many people's go-to tool for mesh conversion, manipulation, and texturing.

I've never had an issue visualizing .stl or .dae meshes that open correctly in Meshlab using Rviz or Gazebo; when I do still have issues in RViz or Gazebo, the problem is usually my fault (e.g. meshes weren't installed to the correct path).

You may want to look more carefully at the output from RViz in your terminal to see what its complaining about.