I have the similar issues and going codec crazy

Have Sony Camera and also found that on importing into Adobe premiere, the video is OK but there is no sound. So then I tried playing with Windows Media Player, and there is no video but there is sound!
Finally I tried Windows Movie Maker and I get Video and sound OK. So every program seems to be using different codecs (why WMP and WMM used different codecs both coming from Microsoft!

).
I want to use Adobe Premiere so from your suggestion I need to convert all the mpgs. I tried using Prism, but it also stripped off the sound track, so that is not a solution. I uploaded a heap of video converters a few months back and each one had strengths and weaknesses. So I don’t want to go through that process.
So all I want to know is if you solved this problem and what video converter did you use.
Thanks,