It's not the format you should be worried about, it's the models themselves.
You would be able to convert any model in any 3d application, to just about every format you need. Like sound or video, the format doesnt matter, it still is what it is. Now all the different model formats are only capable are storing certain parameters. ".obj" is only capable of storing vertex, polygon, normals (I may have missed a few), and UVW mapping data, and it's own little material library setup. But of course all you need for pepakura is the plan mesh (verts, tris,(no polys)), and possibly UVW coordinates if you were to use textures. So as you can see, ".obj" works great for plan models. Now if you were to say, need lights, cameras, animations, or rigged models .etc, then you would have to look into other model formats.
Now you DON'T want to go using just any model to have it be built out of paper. Odiously all models are made for a specific use, and pepakura is no exception. Now something like game-ready models shouldn't be used because their made to represent a real-life object in the most efficient way, and nowadays this includes a number of different methods. Needless to mention, a lot of these methods include materials to represent detail, and just that right there means you will be lacking not only in detail, but a proper surface to represent that object without the materials (you can cut corners, so to speak, and take out most of the mesh that won't make a huge impact on the silhouette (I'm talking of using normals maps here)). Even then you will still have intersecting geometry, double/overlooked verts, holes, non-planar faces, and of course just overall chaos if you were to build it directly without just the slightest of cleaning reworking.
Now as for models used for CG. They are going to be high-poly models most likely. And that mean just what it says, possible millions of polys (usually quads, so double that for faces/tris) And that would not be possible or practical to build that out of paper (WAY TO MUCH folding and glueing of tabs). Now you could make them work printing, if you work on them and purpose them for printing. There are a ton of other problems you will run into as well, but I will not bother typing them. But directly working with CG models for paper building is not going to work (but it really comes all down to the model)
So in short. You will want models made for the purposes. Oh and yeah, .obj is what you will want to use for pepakura.