STL is a last resort because it's just a bunch of triangles. STEP is usually a good starting point followed by Parasolid and SAT next up is IGS which is a bit outdated but still way better than STL.
However, it depends on your FEA preprocessor. For example Abaqus uses ASICS (*.SAT) as it's native kernel so I usually start there and then go to STEP.
Your CAD package also makes a difference. For example SolidWorks uses Parasolid so that can be a good option.
Thank you , you are right , I use Simufact, Step is advised , but first I thought that STL is better , the shaped seems more precise, maybe actually they were not
Parasolid (especially .x_t) is the native geometry kernel for many programs such as FEMAP (FEA), Solid Works (CAD) and I think some other major CAD programs. What this means is that the translation is much smoother into the FEA program.
By native format, what we mean is that you can select a Solid Works file directly, such as .SLDPRT or .SLDASM
STEP is also popular, although I rarely use it instead of parasolid, IGES I have mainly used for curves and points from AutoCAD in the past but its been a while.