I would like to print some molecules rather than building them using a kit. What file formats work?
None of the chemical file formats are typically accepted by 3D printing services. The reason is that chemical file formats are fundamentally different from those describing 3D objects.
In the simplest case, a chemical file format describes a list of atoms and their positions (plus possible metadata). An example is the XYZ format, which stores exactly that. Other “chemical objects” which can also be described in some chemical file formats include bonds, protein structure, crystalline structure information (unit cell, symmetry, occupancy of each atomic position, …), etc.
3D file formats, on the other hand, describe a series of objects. In the simplest case (e.g., the STL format or the Wavefront .obj file format), the object itself is not stored, but an unstructured triangulated surface delimiting the object. In those, you can't describe a sphere, but only a tesselation of the sphere.
So, you need a conversion step to create a 3D representation of your chemical structure. Chemical file formats don't typically contain representation information: you need to pick the one you want (CPK, liccorice, protein cartoon, …) and use software to create a 3D scene. VMD, for example, allows export to STL format, which is suitable for 3D printing.