BioMart recently got a facelift. I'm not sure if this was always available in the old BioMart, but there's now a link to a gene ID converter that worked pretty well for me for converting S. cerevisiae gene IDs to standard gene names. It looks like the tool will convert nearly any ID you could imagine. Looks like it will also map Affy probe IDs to gene, transcript, or protein IDs and names.
BioMart Gene ID Converter