When recieving files from Alibre I request STEP files. This is by far the best file extention translator in my opinion. IGES being the worst. Recieved a few Iges and had to reposition all 3 axies from about 300 inches or so. DXF is usually used for 2D wireframe not Solid Models. As for STL extentions I've never used them.
Honestly you should try them all to see which one you like best. Most of this stuff is all trial and error.