Hi, in which format do I have to export animated models from blender to use them in jme2? Can I just export them as .obj files, or is it necessary to export them as .md3 or rather .md5 files? Does it depend on the animation technique I use? It's a basic keyframe animation.
greetings
You can use MD5 or like me ogrexml 
Go look the wiki of JME and you will find a little tutorial about this.
I’ve used both MD5 and OgreXML. I reccomend using OgreXML because it’s more supported especially if you choose to upgrade and use JME3. Here’s a good tut: =ogrexml]http://www.jmonkeyengine.com/wiki/doku.php/blender_ogrexml_tutorial?s[]=ogrexml Either way I think you’ll have to use Blender 2.49 since neither exporter is ported to 2.5 yet. 
Don’t use obj, unless you only want static models.