// Slower than MyISAM, but row locking is clutch if you're doing a lot of writes amirite?

for t in $(mysql --batch --column-names=false -e "show tables" mydbname |grep -v "exclude_this");
do
mysql -e "alter table $t type=InnoDB" mydbname;
done

From:
http://ludo.qix.it/archive/2005/04/convert-a-bunch-of-tables-to-innodb.html