Ok, after 10 hours of digging, I've come to the conclusion XNA really doesn't offer good collision support. Here is my problem.. imagine an apartment building in your game world. Wrap it with a bounding box.. rotate it on the Y axis 45 degrees. Now walk around it. If your camera intersects that bounding box.. you cant walk.. Well.. 50% of the bounding box is incorrect, because the box is axis oriented.. Now, use a sphere. A sphere that large, has ALOT of error.. I guess the question is.. how can I make collision detection with the building, that is rotated.. so I can walk around the building and staying just on the outside of the walls? There is the option of creating 2x triangles per wall, and doing some sort of collision detection there. You could fill the whole wall up with very small collision boxes(seems like a waste). Im really not sure, but after 10 hours of trying to find a good solution, im out of ideas.
Any help is appreciated, thanks.