From what you have
img+ccd is fine you run that from the ccd file
bin+cue is also fine ran from the cue file
multi bin + cue will be best to convert to a single bin+cue ecm+ape the same applies convert toa single bin+cue
http://www.epforums.org/showthread.php?57757 is a guide for converting, do not use programs like Magic ISO or simulator though to convert file formats of PSX games as they do not support the XA header used by most PSX games, the software used in the guide does support it though
both bin+cue and img+ccd should be able to be converted with PSX2PSP 1.4 if you really want an eboot, it is true that can save space though compat will not change at all (PSX2PSP will ask for the Binary file directly but will still read the cue or ccd file)
Img and Bin are almost the exact same format
cue files tell whatever software reading them what tracks are included in the binary, it is just a text file, ccd does the exact same same but is not editable in a text editor