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Tools for conversion of probe IDs
Whichever tool you use, remember to take note of the underlying mapping of probes to bioentities (i.e. transcripts/genes/proteins) that is used. While probe sequences don’t change, genome assemblies (e.g. chromosomal sequences) and annotation of bioentities are both subject to change over time. You may find that a certain probe which mapped to gene X six months ago is now mapped to gene Y because gene X has been made obsolete, or its exon-intron structure has changed in light of new supporting evidence.
If you have a small list of probe IDs, you can use the conversion tool in the Ensembl Genome Browser. For some common microarray platforms (Affymetrix, Agilent and Illumina), Ensembl regularly maps the probes/probe sets against the latest set of transcript models. To search, simply use individual probe identifiers as search terms in Ensembl (e.g. Agilent probe ID A_14_P109686). Alternatively, different web tools offer probe conversion, such as DAVID.
If you have a long list of probe IDs, R/Bioconductor offers a range of annotation packages that can be used to convert probe IDs during the microarray analysis workflow.