You can go to your Contacts screen and click on "All Contacts" or the name of one of your contact lists.

If you want to export a particular selection or edit a contact, you need to select it or the group by using the check boxes beside each address or to select all addresses, click the arrow icon next to the "Email" column name and choose "Select all".

Once you've made a selection a "More actions" option will appear on the right. Click it and select "Export" from the drop-down.

The resulting popup will give you an option to pick a file name and format. Optional .zip compression is also available here. When you click "Export", you will be immediately redirected to the Exports page where your new export file will be available for download.