Jeff, your correct, a limited number of formats, but this is what’s available.
Video — MKV (H. 264), MP4 (H. 264), MOV (H. 264), WMV (VC-1, firmware 3.1 only)
Music — AAC, MP3, WMA, FLAC (firmware 5.3 and later), WAV (firmware 5.3 and later)
Photo — JPG, PNG, GIF (non-animated)
You can’t go wrong with the above formats. As to why you favor the Sony render engine…you might reconsider a change.