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It is well known that every group of exponent $n=2$ is abelian. I remember having seen that this is also the case for $n=3$. (can someone give a proof). How does this generalize to any $n$ or to any prime $p$.

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I'm not sure I agree with your claim about exponent 3. See mathoverflow.net/questions/31797/… in particular the comments of Pete Clark and the answer of Francesco Polizzi – Yemon Choi Jul 16 2010 at 5:43
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Wadim, I don't follow. See the link in my comment and also en.wikipedia.org/wiki/Exponent_%28group_theory%29 – Yemon Choi Jul 16 2010 at 6:04
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Wadim, "exponent" and "order" are not synonyms in finite group theory. The order of a finite group is its cardinality, while the exponent is the least $n$ with $x^n$ the identity for all $x$ in the group. – Robin Chapman Jul 16 2010 at 7:20
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The group $G$ of upper triangular matrices over $\mathbb{F}_3$ with diagonal $(1,1,1)$ is of exponent $3$. – Martin Brandenburg Jul 16 2010 at 8:53
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@marwalix: For every finite group of exponent $3$, $3$ divides the order of $G$. So what you say is true but vacuous. @everybody: I am frankly surprised at the number of comments on this question: there's no research-level math issue here. – Pete L. Clark Jul 17 2010 at 0:33
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4 Answers

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The group defined by $\langle x,y,z; x^3 = y^3 = z^3 = 1, yz = zyx, xy = yx, xz = zx\rangle$ has order 27, exponent 3 and is non-abelian.

(Checking exponent 3 basically comes down to ensuring that $(yz)^3 = (y^2z)^3 = (yx^2)^3 = 1$. Or by using Gap.)

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See also the comments at mathoverflow.net/questions/31797/… – Yemon Choi Jul 16 2010 at 17:12
I should probably point out that this can be generalised to every $p>2$. That is, there always exists a group of order $p^{2n+1}$ with exponent $p$ such that $|Z(G)| = p$. Look up the classification of Extra-special $p$-groups for more details. – AL Jul 21 2010 at 8:18
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Well, any finitely generated group G of exponent 3 is finite by a classical theorem of Burnside. And since the order of every element is 3, the order of G must be a power of 3 by Cauchy's theorem. It follows that G is a finite nilpotent group. A similar argument shows that the same is true for any finitely generated group of exponent 4. This is unknown for 5, and false for 6.

Correction: it seems (see the answer of Primoz above) that any group of exponent 3 is nilpotent, altough it can be infinite if it not finitely generated.

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See also the comments at mathoverflow.net/questions/31797/… – Yemon Choi Jul 16 2010 at 17:12
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Every group of exponent 3 is nilpotent of class at most 3, and this bound is best possible. The question whether finitely generated groups of exponent $n$ are finite is also known as the Burnside problem. There is an excellent historical overview of this problem, along with a list of relevant references.

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The result I have seen is that every finite group $G$ of exponent $3$ such as $3$ does not divide $o(G)$ is abelian.

It generalises the following way : every n-abelian group (such as $(xy)^n=x^n y^n$) that has got no element (other than $1$) whose order divides $n(n-1)$ is abelian. One can refer to J.L Alperin A classification of n-abelian groups in Canadian Journal of Mathematics (1969)

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