I have been having issues with both the Oracle OLEDB abd Oracle ODBC drivers when using them in DTS. Seems that if you use multiple versions of Oracle on different machines, the SQL box would need two versions of the drivers, but you can only install one. I had tow use two servers - one connected to the Old Oracle 7.x on Unix, the other connected to the Orcale 9.x on the NT box, then push the data from these servers to the warehouse.
Never worked with Pervasive so I cannot answer you there.
I have worked with many other RDBMS - all the way from Oracle and PICK (Don't ask) and have not encountered anything that is not able to be overcome using DTS - just things like the above with Oracle.
Best of luck.
Tim Blum
Senior Manager, Outsourced Data Services
Learn2Live at Ureach.com