File Types for 2D Modeling
.dxf: (AutoCAD DXF) (drawing interchange format) is a CAD data file format developed by Autodesk for enabling data exchange and interoperability between AutoCAD and various other programs. It was developed in 1982 and is regarded as a legacy format incapable of storing some modern CAD data.
3D Files for Printing
.STL: STL (STereoLithography) is a file format native to the stereolithography CAD software created by 3D Systems. STL is also known as Standard Tessellation Language. This file format is supported by many other software packages; it is widely used for rapid prototyping and computer-aided manufacturing. STL files describe only the surface geometry of a three-dimensional object without any representation of color, texture or other common CAD model attributes. An STL file describes a raw unstructured triangulated surface by geometries located within a standard Cartesian coordinate system. STL coordinates must be positive numbers, there is no scale information, and the units are arbitrary. All of these facets enable slicing software to interpret the models and produce .gcode files for 3D printer host software.
3D Files for Modeling
.STEP or .stp: refers to a STEP file, which is an abbreviation of: Standard for the Exchange of Product model data. These files represent 3D objects in CAD software, and can contain related information. It was designed as a successor to IGES (.igs), although it has not fully replaced it. STEP files are as close to the universal standard of 3D modeling as is currently available. STEP files are used in many industries and can contain data from the entire life-cycle of a product's design.
From Understanding the Different Types of 3D Files