Keep em all and do not convert to a single ISO if the game has CDDA tracks (Sound tracks) they will no longer be there in a .ISO file as they do not store CDDA data
Cue files tell whatever you are running them through what tracks are in the corisponding Bin or Img (ccd files work the same way as cue files do)
Sub data isn't always used but some ccd files will not work without them (it's a CloneCD thing)
To sum it up using ePSXe 1.7.0 as an example, creating a single ISO or running directly via a Bin or Img file = No CD sound tracks working, keeping the file format as it is and using a cue or ccd file to run the game = sound tracks work just fine
For lower versions of ePSXe you need to mount the CD images with D-Tools or another virtual drive but the same rules apply bin & img on there own or iso = no sound tracks, cue or ccd loading = sound tracks work
Plain *.Bin+*.Cue format is the best CD image format
Plain *.Iso format is the best DVD image format
The only time a *.Iso CD image is fine is if the CD in question does not have CDDA tracks (Music CD tracks)
]
