XeNTaX

Can any body help me in suggesting some good extractors name with site to extract all audio files out of various PC Games and the audio file format names used in games ???

Depends what games, most will have them packed in a archive of some kind. Others might have them inbedded in the exe.

Use some generic audio grabber tools.
http://wiki.xentax.com/index.php?title=Extraction_tools

Really, using Multi-Ex commander is probably the easiest one. But for games like Warhammer 40k: Dawn of War etc. who use proprietary formats for audio (in this case Relic has their own variant of AIF-R which is relic compression format) there are game specific command line utilities floating around on different sites all over that supply you with the necessary tools to convert them to standard audio formats. Also, if you use a program like Sony Sound Forge 8 or 9 you should be able to read most compressed formats including ogg. Games like FEAR use a version of .WAV that is actually somewhat compressed through ADPCM, but Sound Forge can read it, it just cannot batch convert if you tell it to save to the same file type. You can batch convert it to a new location and copy the same directory structure to the new location, and tell it to save as .WAV and all of them will be readable.