I am looking for a software for logging my data via the serial port or USB.
At the moment I use the "RS232 Data Logger" Freeware to write a *.txt file, but that one support only 256000 Baud.
I want to use 512000 Baud or higher, but most software only support Baud rates up 256000.
What software do you used?
Since the highest supported baud rate from the Arduino is 115,200, anything beyond that is not supported. I know that robtillaart has done some testing with baud rates up to 500,000. Generally, though, logging to the PC at such high rates means that your design needs to be reconsidered. Binary data, instead of ASCII data, increases the signal to noise ratio considerably, and allows the use of lower (i.e. supported) baud rates.
Seeing what you are logging, and understanding why you need to log so much, so fast, would be useful.