The following output formats are directly supported by doxygen:

HTML

Generated if GENERATE_HTML is set to YES in the configuration file.

$\mbox{\LaTeX}$

Generated if GENERATE_LATEX is set to YES in the configuration file.

Man pages

Generated if GENERATE_MAN is set to YES in the configuration file.

RTF

Generated if GENERATE_RTF is set to YES in the configuration file.

Note that the RTF output probably only looks nice with Microsoft's Word. If you have success with other programs, please let me know.

XML

Generated if GENERATE_XML is set to YES in the configuration file.

The following output formats are indirectly supported by doxygen:

Compiled HTML Help (a.k.a. Windows 98 help): Generated by Microsoft's HTML Help workshop from the HTML output if GENERATE_HTMLHELP is set to YES.
Qt Compressed Help (.qch): Generated by Qt's qhelpgenerator tool from the HTML output if GENERATE_QHP is set to YES.
Eclipse Help: Generated from HTML with a special index file that is generated when GENERATE_ECLIPSEHELP is set to YES.
XCode DocSets: Compiled from HTML with a special index file that is generated when GENERATE_DOCSET is set to YES.
PostScript: Generated from the $\mbox{\LaTeX}$ output by running make ps in the output directory. For the best results PDF_HYPERLINKS should be set to NO.
PDF: Generated from the $\mbox{\LaTeX}$ output by running make pdf in the output directory. To improve the PDF output, you typically would want to enable the use of pdflatex by setting USE_PDFLATEX to YES in the configuration file. In order to get hyperlinks in the PDF file you also need to enable PDF_HYPERLINKS.