Hello there !
Just a quick note.
TGA is indeed nice as it is non destructive, but in all fairness, I would rather recommend
PNG for working on textures that require an alpha channel.
It has lossless compression, and seems to be the new standard for non complex "transparent-able" images.
I know
TGA is supported by Warcraft 3 unlike PNG, but considering the huge size of
TGA files, it is really not recommended to use it unless you have no other choice (and I am not even sure there still are situations where it is required nowadays).
FYI whatever image processing software I use, I always save my textures to PNG before converting it to
BLP.
DDS is the one that Blizzard chose in the end, but to be honest it ended up being a disappointment.
Anyways as
@CarlosCepinha just said, you will find quite a few utilities searching these forums that will allow you to manipulate all these image formats.