Howdy Pamela and welcome to Nikonites!
As both Sparky and Don mentioned, there are options for formatting that really depend on your workflow. JPG is ultimately what you're most likely to provide to the lab, and your camera can do that without requiring any computer software to perform, so it is probably the easiest option to go while giving up some creative control.
If you want more control over your images, you'll probably want to capture in raw and then convert to JPG on your computer.
If you capture in JPG, I also recommend the sharpness changes that Don recommended.