@Ruskie_it: If you want to a cross-platform *private* key, then, yeah, you'll probably have to convert at one point, but the public key is, obviously, cross-platform

.
If you only ever use PuTTY, then it's self-sufficient

. On the other hand, If you want to use the same private key with PuTTY and OpenSSH/dropbear (client), then, yeah, you'll have to convert it.