GPSBabel is a handy tool that can convert the various data formats of GPS traces to the desired GPX format. See List of GPS trace file formats for a list of files that can be converted using GPSBabel and other programs. See also Making GPX Tracks for other tips on converting GPS traces to GPX.
GPSBabel is a command line application run from a console window or command shell. Here are some of the graphical frontends you can use to make it easier:
- GPSBabelGUI (available in the Windows and OSX builds of GPSBabel)
- gpsvisualizer.com GPS babel webservice