I am looking for a 3D physics engine for XNA. I heard of some options, but what I need is:
Have you used something like this? Can you recommend something?
I would look at JigLibX. It's a C# port of the JigLib engine and has support for all the things you need. It also comes with quite a lot of samples, and if you have any experience with physics engines it shouldn't be too hard to work with it.
Also, you might want to take a look at this thread over on the Creators Club forums where some XNA physics engines are being discussed.
EDIT Also, I forgot to mention that I have used JigLibX myself for a couple of projects and it works like a charm even doing some fairly heavy physics simulations.