Though still in beta, these two online services do a good job at file format conversion.

Zamzar is a multiple format file conversion tool,  supporting not only conversion to/from Microsoft and OpenOffice formats, but also various graphics and audio formats! See here for a complete list of all formats supported.

Vixy on the other hand is a lot more specialised – it converts  FLV online video files (including YouTube ones!)  into downloadable files of various formats for your computer, iPod etc.