ICPSR lets you download data in several common data formats, including:
Files are compressed and downloaded as .zip archives.
Most ICPSR data holdings are public-use files with no access restrictions.
ICPSR also provides access to restricted use versions for researchers and sponsor-supervised students that comply with access requirements.
For plain text file formats, ICPSR usually provides setup files to read them into SAS, SPSS, or Stata.
Their YouTube channel has a playlist of tutorials on how to use these setup files.