Sitemap creation varies with search engines. Google accepts sitemaps in XML or Python format and Yahoo requests for sitemaps in txt format.
Free sitemap generators are present on the Internet which can be used as an online application or a downloadable application. However, they have some limitations and you have to make some changes in the sitemap after they are generated. Some sitemaps allow you to index up to 500 pages. If your site is large and all the pages have to be placed in the sitemap, you would have to register with one of these online sitemap generators.
Google requests for a sitemap in Python or XML format. I would recommend an xml sitemap as it is easier to generate and many sites offer free xml sitemap generators.
Yahoo prefers a simpler sitemap in a txt format. The text file should contain URLs one below the other with each URL in each line.