To convert images to pdf or to other formats
convert *.jpg my_new.pdf
convert *.png my_newpng.pdf
LibreOffice (OpenOffice) Writer is a great tool for converting images to pdf, as explained here.
convert *.pdf *.jpg
To convert media files, see this. Also, Format Factory works fine in Wine.
To add convert commands to Thunar's custom actions or similar (or just run them in terminal in the proper folder):
sudo apt-get install ffmpeg libavcodec-unstripped-52
(Multiverse repository has to be enabled.)
Or, in Synaptic, install
Then, use such commands to add to Thunar custom actions:
-i %f %f.mp3
avconv -i %f %f.mp3
To see it in a Terminal it should look like:
gnome-terminal --window-with-profile=new1 -e "avconv -i %f %f.mp3"
(In Gnome Terminal, create a new profile called "new1" and edit it ('Edit/Profiles/Title and Command') to 'When command exits: Hold the Terminal open'.)