Are you worried about export time? How much memory space you will take when you export?
Look at your different options before you export!
AVI: Audio Video Interleave
This is going to be one of the highest quality video file options. Keep in mind with the high quality comes a large file size and a lengthy export time. I would defiantly use AVI if you are creating a marketing video, season highlight reel or anything that will be blow up and projected but for day to day use this option is going to take up a lot of memory and time.

MPEG:
MPEG is not actually a format but short for Moving Picture Experts Group. In most cases MPEG is taken for the name of the standard formats introduced by that group
MPEG is a video compression so the quality is slightly lower than the AVI or MOV but you are going to get a quality picture without the large file size and lengthy export process.

MOV: QuickTime Movie
MOV files are Multimedia Container Files making them larger files like AVI. MOV files specific to Apple’s media player, Quicktime. If your recipient is a Mac user you may need to export in MOV in order for them to be able to view the clips.

WMV: Windows Media Video
The advantage of WMV file format is it allows you to compress large files while still retaining considerably high quality. Like MPEG it is considered a video compression so you won’t have as high of quality as AVI or MOV, since these are media containers. WMV is supported by media players such as, Windows Media Player, RealPlayer, MPlayer, The KMPlayer, and VLC Media Player.

A way to save space is by saving these files directly onto your players flash drive or an external hard drive. You can also get these file to your players via email, but if you do remember to send a compressed file such as an MPEG.
Happy exporting!