We employ cosmological hydrodynamical simulations to investigate the effects of AGN feedback on the formation of massive galaxies with present-day stellar masses of $M_{stel} = 8.8 times 10^{10} - 6.0 times 10^{11} M_{sun}$. Using smoothed particle hydrodynamics simulations with a pressure-entropy formulation that allows an improved treatment of contact discontinuities and fluid mixing, we run three sets of simulations of 20 halos with different AGN feedback models: (1) no feedback, (2) thermal feedback, and (3) mechanical and radiation feedback. We assume that seed black holes are present at early cosmic epochs at the centre of emerging dark matter halos and trace their mass growth via gas accretion and mergers with other black holes. Both feedback models successfully recover the observed M_BH - sigma relation and black hole-to-stellar mass ratio for simulated central early-type galaxies. The baryonic conversion efficiencies are reduced by a factor of two compared to models without any AGN feedback at all halo masses. However, massive galaxies simulated with thermal AGN feedback show a factor of ~10-100 higher X-ray luminosities than observed. The mechanical/radiation feedback model reproduces the observed correlation between X-ray luminosities and velocity dispersion, e.g. for galaxies with sigma = 200 km/s, the X-ray luminosity is reduced from $10^{42}$ erg/s to $10^{40}$ erg/s. It also efficiently suppresses late time star formation, reducing the specific star formation rate from $10^{-10.5}$ $yr^{-1}$ to $10^{-14}$ $yr^{-1}$ on average and resulting in quiescent galaxies since z=2, whereas the thermal feedback model shows higher late time in-situ star formation rates than observed.
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