I'm not convinced there is any value in saving as a .dng. Sure Adobe would like you to adopt their patented (but "open") format: "Digital Negative (DNG) is a patented, open, non-free lossless raw image format written by Adobe"
I can't see how you would go wrong by storing your original NEF files.
I suspect NEF format is more widely supported than DNG. What happens when you start using software that doesn't understand DNG? Are you going to convert them back to NEF or some other format just so you can work with them in different software?
"Digital Negative (DNG) is a patented, open, non-free lossless raw image format written by Adobe"
I can't see how you would go wrong by storing your original NEF files.
I suspect NEF format is more widely supported than DNG. What happens when you start using software that doesn't understand DNG? Are you going to convert them back to NEF or some other format just so you can work with them in different software?