I know the basics on importing assets, creating a small level and stuff, but it would take too long to collect all the game elements only in the code. I investigated the jme scene composer, but this doesnt look like it has enough options, I tried to place some spatials in a heightmap generated world for example, but when I make the physicscontrol for that level, it also involves the spatials I imported in the editor.
is there any good way to collect the game elements in a scene, or do I have to make a custom world editor? I thought about saving a level into an xml file where all the coordinates are that I need. what do you think?
I am writing a own world editor for similar reasons atm.
I use XML, too, and its quite comfortable to load and read. It works pretty fine even though it kills my hardware because the waterfilter is too heavy for my graphics device to handle. 
If you want to get all the childNodes of a Node from code… well. Node has the getChildren() method… It gives you in fact every child-Spatial to iterate through… Dont see a problem there.
My team did a scene composer with blender. It’s a bit complicated but it if you discover all things you will find it very useful. We did entity system, material generator, shader manager… etc.
the main idea is you should name objects, files, materials correctly. I did not make documentation for it yet. But you can test our system.
Project: http://code.google.com/p/rise-of-mutants/
Scene Composer: http://code.google.com/p/rise-of-mutants/source/browse/#hg%2Fdev%2Ftrunk%2FTechDemo%2Fsrc%2Fcom%2Fbigboots%2Fscene
You should be able to develop your whole world in the SDK, even with an entity system or custom code/classes. The SDK doesn’t provide everything, but it isn’t too hard to build a plugin for it that interacts with your own domain objects. It also saves you the trouble of setting up a UI from scratch.
If you are designing a level with xml and coodinates, you are in for a rough ride. Been there, terrible idea 
You really want to see what you are going to get as you move things around in the editor.
Check out what I do here: http://hub.jmonkeyengine.org/groups/free-announcements/forum/topic/powermonkey/#post-159693