We built a ppc reporting tool called ReportGarden(http://reportgarden.com) that can help you with this. We built the software specially for scenarios like this. You will be able to select Campaigns, Ad Groups, Keywords, Ads and the sort them by conversions. This will help you figure out which ones have conversions. You can then remove unnecessary items from the list. If you need any help setting up, you can reach me at support@reportgarden.com.
Ashok