EmbroideryShristi provides below popular embroidery design formats :
CSD, HUS, PES, EMB, DST, EXP, JEF, PEC, SEW, XXX, PCS, PCQ
Note : You many find some designs in EMB native format only. It's always better to check "DATA SHEET" section at the bottom of page to see what are the formats available for specific design.
You could use to "Wilcom True sizer" to convert EMB to any other popular formats.