For the geometry translators (STEP, IGES, DXF), the most common problems seem to be that geometry is missing or misplaced. Each format has its advantages and disadvantages. There are other formats to consider too, like JT and Parasolid. Search online, you'll find many forums where all of these formats are discussed. Regarding the image formats (GIF, TIFF, JPEG), you typically don't see too many issues.