Command-line utilities to convert between graphic formats I have found useful:
eps to pdf: ps2pdf with -dEPSCrop option to produce the pdf “bounding box” epstopdf (part of texlive package). Seems better than the above, automatically uses bounding box and respects orientation. convert is a command-line tool to convert among various formats. Very easy basic usage (assumes target format from file extension). Part of ImageMagic. pdftk is a tool to manipulate pdf files (split, join and much more).