I've had better luck with MKV than with OGM. Besides seeking better and having less container overhead, MKV also plays properly for me without any additional effort.
Which is not to say I've ever had any
serious difficulty in playing OGM files. It's just that sometimes (perhaps all the time now that I think about it) the subtitles won't come on by default, and I'll have to stop and restart the video for the subtitles to show up even after I've enabled them--little bugs like that.
These are pretty trivial steps to take, but given the apparent reluctance for people to make
any additional effort on their part (e.g., "clicking a green arrow"), I can see no compelling reason to use OGM instead of MKV.
In fact, I converted episode two to a MKV in less than two minutes with Virtualdubmod, and the few minor bugs I encountered with that episode all disappeared.
Besides, ADTRW already has a FAQ for MKV linked on the front page:
http://www.adtrw.org/faq.php