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What are the advantages and disadvantages of using this type of files?
Dear Jamil Tero.
your question is not clear enough and not specific. but if you means which type of file you use for spatial data? the answer is: its depend on which GIS software you use in your project, for more clarification, you have ArcGIS, AutoCad, Bently Microstation, MapInfo, SupperMap and tens of GIS software you can use. each of these vendors has its own file extention or format, so you should first identify which software you use.
if your question concerned with ArcGIS or Esri Products, the answer is vary, if your data will not be so huge enough you can use Shape file and it is your best choice. and if you deal with a large amount of spatial data your choice with be a Geodatabase file.
Shape files in Arcmap usually *.shp files with appropriate spatial reference are good for spatial analysis and overlay.