Real Audio, Windows media format and mp3 are all formats that use lossy compression to make the filesize of the song smaller. Basically, bits of the audio that we supposedly can't hear are thrown away so that the filesize is smaller, as well as other compression techniques. If you want to post your song on the net, these are the way to go.
BUT, if you're exporting the mix for burning onto a CD, you should export to broadcast wav. Specifically 16bit 44.1kHz wav files. This is the same format used on audio CDs. It is uncompressed so the file sizes are pretty big, but you dont sacrifice any sound quality.
