Hi,
I just thought of a way to convert the lossy-formatted ones (e. g. WMV, MP3) so that there will be no further fidelity loss. Consider converting these to FLAC, which is lossless. The file size will be a bit bigger, but the fidelity will remain. Pretty much all the SanDisk Sansa devices support FLAC (and Ogg Vorbis, BTW); I have a Sansa Clip that I just love for this reason.
That won't help. You still have two stages of lossy conversion. original -> (WMV,MP3, etc) and then flac -> Ogg. The stage (WMV,MP3,etc.)->FLAC may not loose anything in itself, but it can't gain back what was already lost in the first stage.