More and more file formats are likely to be added during the roll out over the next 3-5 years.
To begin with the most common and most likely to be available in all applications as export routines are as follows;
Csv - Comma Separated Values
Xls - Microsoft Excel (including the newer format of Xlsx)
Txt - Standard text output files
NOTE:
If you have another file extension that is simply text based then you can click the (*.*) format and the system will attempt to read the file as it would any exported txt file.