Mike has been giving you good info, maybe in a slightly cranky way, if you are passing files for inter-change then .ai or .psd maybe .cdr is the way to go. If you clients are just using the file for comments or review the best format would PDFX-1a along with the best raster format for the design. If the file has been signed off then it has to be PDFX-1a or just maybe .tiff. For certain types of files you may also want to include colour values so that any other co-worker may give consistency to the drawing/design if they are giving a derivation of the design.