Hi there,
There are so many kind of programming files, the programming files used for FPGA IC is different each others, it depend on how your FPGA IC configured in Board. In my FPGA Board for example, I can use SOF file for JTAG programming and POF file for active serial programming. Quartus generate SOF by default, while POF file can be converted from SOF (File->Convert Programming Files). My other board can only use RPD file. Here you can find list of programming files supported by altera software :
http://www.altera.com/literature/hb/cfg/cfg_cf52007.pdf If you buy a development kit for your FPGA, maybe you should read again which Programming files needed by your FPGA Board.
Thx.