The actual list of output formats supported by your GeoServer instance can be found in the WFS capabilities document linked by the GeoServer admin console home page.

Here is a list of the known formats at the time of writing (provided by GeoServer 1.6.0).

• GML2 - (format=GML2)
• GML2 gZipped - (format=GML2-GZIP)
• GML3 - (format=GML3)
• Shapefile - (format=SHAPE-ZIP)
• JSON - (format=json) (http://geojson.org)

Want to create your own output formats? We have a tutorial just for you.