I want to export animated models from blender, hopefully with a list of different animations like walk, run, jump.. and then use that in game calling upon whatever animations I have.

What format(s) should I look at for blender, or any useful third party plugins I should know about?

MD2 or MD5

There are free export plug-ins for both. I think the MD5 plug-in is better, but MD2 is an easier format to read.

Great I got MD2 exporter and importer plugins, just got to learn how to make animations now, Thanks a lot!