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I save mine as PSD files...the only thing you have to remember is to reverse the image for printing on light color transfer paper. You should find the reverse image setting in the setup for your printer. Good Luck!
PSD makes sense. If for some reason you don't want to use that, use a lossless format (like tiff) rather than something that will lower your quality (like a jpeg).
Printing finished ideas on photoshop 
