I have found some indications in the internet about how to make it work, but unfortunately I never found a solid copy-paste solution. Very strange that this has been asked over and over again since 2011 and no one tried it to solve it. Since I know that people will need this I will post here the answer so anyone interested could use it as a reference.
Currently I need only to import 3DS files, perhaps if in the future I will need to load any other format I will respond back and type the solution. But the deal is that the methodology will be very similar (having a peek at the io_scene folders and looking for the load or import function, then changing the parameters a bit).
In the Python Console
from io_scene_3ds.import_3ds import load_3ds
How does it work: I will locate this Python file
C:\Programs\Blender\2.74\scripts\addons\io_scene_3ds\import_3ds.py
and from it will import the load_3ds function which does all the work.
Now in order to import the 3DS file this command can be entered
load_3ds("D:/themodel.3ds", bpy.context)
The first argument is a filename for the model and the second is the context which the operator will run, in this case it can be the default context of Blender.
And that’s it.
from io_scene_3ds.import_3ds import load_3ds
load_3ds("D:/themodel.3ds", bpy.context)
Bonus Stage: If you want to import multiple models at once
from io_scene_3ds.import_3ds import load_3ds
models = ["D:/model1.3ds", "D:/model2.3ds"]
for i in models: load_3ds(i, bpy.context)