I'm not really an expert on these video formats.
But maybe this will get you started until an expert comes along.
Don't know about the best, but, I use Nero Vision sometimes. Because it can handle AC3 audio. Or Nero recode. Not free.
Some supported formats.
(AVI, DivX, DV, DAT, DVR-MS, MPG, MP4, VOB, WMV, also can handle AC3 audio ...)
Here are some Google results; (be careful where you search. I suggest WOT for Firefox. There's a lot of dangerous sites offering video editors )
MKV to AVI Converter.
AVS Video Converter
Here's a tutorial on how to open MKV, OGM etc. in some editors with Avisynth that might help you.http://forum.videohelp.com/topic284288.html
Windows Movie Maker 2, according to The Help file with MM2 says you can import video files with these extensions: .asf, .avi, .m1v, .mp2, .mp2v, mpe, mpeg, .mpg, .mpv2, .wm, and .wmv..... So that may not work for you.
You might be able to change the file extension so it's recognized by MM2 or other video editor. That won't change the format. But, sometimes that works.
Sorry I can't be more helpful.