by mpack » 1. Aug 2011, 11:12
VDI is native to VirtualBox, VMDK to VMWare, VHD to MS VirtualPC and XP Mode. VirtualBox allows you to use the latter two formats in order to use VMs created on these other platforms.
However...
Never use VHD, it has a poor design which makes it slow and prone to corruption. If you have an existing image in VHD format then convert it to one of the better formats.
VMDK and VDI are about equal in terms of reliability and performance. However VDI is the native VirtualBox format and is the best supported format in the VirtualBox arena, by "support" I mean that all secondary tools for compaction etc will work with VDI. So as Stefan says, use VDI unless you have a dire need to use something else.