First you don't need to download these format's you need programs that will export these format's from the media you create, such as image editor's or 3d modeler's most if not all 3d modelers export or have a plugin to export .x file's. You can find a good list of modeling programs here
http://forum.thegamecreators.com/?m=forum_view&t=25468&b=3
as for image editing i'd look at photoshop with fpsc there are some other free or cheaper one's but im not familiar with them, you can also use .dds not sure if there is a export for that format in most image editor's but there is a free dds convert program that can turn .png .bmp .tga .jpg over to .dds which works well with fpsc.
http://eliteforce2.filefront.com/file/DDS_Converter;29412
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