As Mad Jew said, standard files work just fine. Images, audio, video, Office documents, text, etc all work fine. The only things you'll have trouble with are proprietary files that are created by Windows programs which have no Mac equivalent. To be honest though, those are really not that common. Even a lot of those types of files are readable on a Mac, just not necessarily writable.
FWIW, I've never encountered a WMV 10 file. That's not to say that they don't exist, as I'm sure they do, but they're very rare in my experience.