About GPX, TCX and NMEA log file formats
GPX is an xml format designed specifically for saving GPS track, waypoint and route data. It is increasingly used by GPS programs because of its flexibility as an xml schema. More information can be found on the official GPX website [topografix.com].
The TCX format is also an xml format, but was created by Garmin to include additional data with each track point (e.g. heart rate and cadence) as well as a user defined organizational structure. The format appears to be primarily used by Garmin's fitness oriented GPS devices. The TCX schema [garmin.com] is hosted by Garmin.
NMEA log files are a collection of strings used for communicating between devices on a marine network. Many GPS manufacturers have chosen to simply write these strings directly to a text a file, rather than convert them to more appropriate file formats such as GPX. NMEA log files typically end with .log and can be read in a text editor like TextEdit.
Many of the dozens of other formats can be converted into GPX or TCX formats using GPSBabel [gpsbabel.org].