Why would you want to? You would use a custom filetype if you had an application that saves information that isn't available with other formats, or if you want to save information in a way that is easy to load into your app.
Examples of exprters for some different formats:
http://www.blitzbasic.com/codearcs/codearcs.php?code=1033
http://www.blitzbasic.com/codearcs/codearcs.php?code=866
http://www.blitzbasic.com/codearcs/codearcs.php?code=819
http://www.blitzbasic.com/codearcs/codearcs.php?code=580
Examples of exprters for some different formats:
http://www.blitzbasic.com/codearcs/codearcs.php?code=1033
http://www.blitzbasic.com/codearcs/codearcs.php?code=866
http://www.blitzbasic.com/codearcs/codearcs.php?code=819
http://www.blitzbasic.com/codearcs/codearcs.php?code=580