I guess aim to download mpeg/mpg & hope it's mpeg 4. As quoted from the iPod forum: "your movies have to be in Mpeg-4 or H.264 format"
So if you aim for mpeg at least it will increase your chances for automatic acceptance rather than having to convert an avi file. Since all those I imported as suggested earlier were in fact mpeg4 despite an incorrect reading by a graphic converter (older version I hadn't updated!) So chances are if it's a music video clip, it will already be mpeg 4. For movies, you should aim for mpeg unless you have a converter or you have enough sources to downld mpeg. If not, then get avi but consider what you'll need to do to convert it. Think ahead! If you downld an alternative format then you'll obviously need to convert it if you want to play it on your video capable iPod. Don't forget to see the lower section of page 1 here How to transfer music to my iPod (& iTunes)