They’re very regular DDS files, usually DXT1 format (now BC1). I’d recommend just getting Nvidia’s DDS plugin for Photoshop, they’ve recently started updating it again so it works with all released PS versions.
As a general rule, MIP# nodes (with # being a number from 0 to some other positive integer) are TGAs and MIPS are DDS. DDS sacrifice a certain amount of texture quality for significantly smaller sizes which are preserved into GPU memory (ie. a 2mb DDS stays 2mb in VRAM, whereas a JPG or other compressed format would get converted to an uncompressed format first).
If size doesn’t matter, use TGA. Otherwise, use DDS.