My question is this. What if anything do I lose in terms of image quality and flexibility by using the DNG format to save my work?
Anything that the DNG format doesn't contain, which is contained within the original raw files. If there is proprietary information in the raw format that the DNG format doesn't support, then that will be lost. Important? Hard to say, and I can't give specific comment on the A2's raw format.
The prudent solution seems to be:
1) Keep the raw files.
2) Convert them all to DNG, so that you have both.
For now, however, it appears that keeping support for older raw formats is so simple and cheap, that cameras like the EOS D30 and the A2 will remain supported.
There are no guarantees, however, just like there are no guarantees that future software will continue supporting DNG.
But the more people who use DNG, the greater the chance of it working "forever".