Well, there is no magic. Whenever you can, prefer Parasolid files (x_t or x_b files), as it is the native Parasolid file format. Your second best option is STEP, but as with any data translation, you can have issues during the conversion, despite we are using the world’s best data exchange library (Techsoft3D’s HOOPS exchange). Your 3rd best option is IGES, but I would never use it, unless I really don’t have any other options.
If you have any files that have specific issues, please send it to us, and we will investigate the problem.