Selective Correction with Adjustment Layers and Masks

If you want to maintain your adjustment layers, save your file in Photoshop's native PSD format. This will allow you to make further adjustments by modifying the adjustment layer settings and/or mask. Adjustment layer settings can be edited by double clicking on the thumbnail icon in the layers palette.

If you don't need to maintain your adjustment layers, you can flatten the layers and save the file in any format you like.