The most popular file format for 3D printing is STL; most 3D modelling applications export files to the de facto standard STL format.
There is a myriad of materials you can use in 3D printing. Most desktop 3D printers, however, are limited to various plastics.
One of the first questions asked by people interested in 3D printing is: Where do I get things - to be more precise: models - for 3D printing?