There are numerous commands for converting files from one format to another; man -k <file format> will help you find them. This is a short list of a few common conversions:
pstotext <-> ascii2ps: ascii to Postscript and vice versa
ps2pdf <-> pdf2ps: Postscript to PDF and vice versa
pdflatex: LaTeX to PDF (PDF to LaTeX is harder and requires intermediate steps using DVI)
wvPDF: Microsoft Word to PDF (and try wvMime to view the Word file).
None of these commandline utilities are guaranteed to preserve all formatting in the conversion, or even to work on all input files.
Applications often have a function to convert file formats. xpdf can save files to Postscript. Word processors such as Microsoft Word, OpenOffice and LyX can all export files to PDF. Again, some formatting may be lost in the conversion.