There's a handy dandy little plugin for WordPress that can convert pages to posts, or posts to pages, and retain all the categories, tags, comments, and so on for that page or post. That plugin is called <a href="http://www.briandgoad.com/downloads/archived-downloads/p2pconverter/" target="_blank">p2pConverter.</a>
There is a catch, though, and it all depends on how you have your permalinks set up.
If your permalinks are set up for posts to include year/month/day, then changing a page to a post or vice versa will also change the permalink. Posts that have a URL of, say, http://lmashton.com/2008.11/pages-to-posts/ will, when converted to a page, will now have a URL of http://lmashton.com/pages-to-posts/.
That means you might have to set up redirects (something which I, inevitably, forget to do. :()
Nevertheless, if you have some content that you aren't sure if it should be a page or a post, or you want to post it as a post and later convert it to a page, you can. Or if, when changing from one blogging platform to another, some pages were imported as posts, you can fix that. Easily.
All in all, I've found this plugin to be one that works. Every single time. :)