Which 3D files can i use in lighting design?

Currently the best format is Collada (*.dae).

The reason is, that it uses a strictly defined unit parameter (meter, cm, mm..), which can be interpreted by the lighting design tools.
It's also a open file format, which is well specified.
If you are using pCon Planner, then the collada export is also ver easy!

Another option is a FBX file , since this is a similar format. In difference to collada, the units can be set, but it's not a strict parameter.
The FBX format suffers from the many different versions of the format, which can bring incompatibility.

A not so good choice is a 3ds file, since it has some limitations. Don't use it!