I tend to use fixed data rather than delimited for that reason and also because no matter what delimiter you use, it may be in the text causing havoc when it is time to import data into some other application.

What is your situation? Are you trying to move fox data into something else?

From help look under copy to for more details:

SDF 
Creates an SDF (System Data Format) file. An SDF file is an ASCII text file
in which records have a fixed length and end with a carriage return and 
line feed. Fields are not delimited. The SDF file name is assigned a 
.txt file extension if you do not include an extension.